LGA 1151 latch is scary stiff. You just set it on straight, it literally can't fall into the pins because the lip is large - like a manhole cover that doesn't fall into the sewer.
Words of advice:
Put it together on a desk, outside of the case, and watch it POST.
Only once it posts and you're confident all is well should you put it all in the case.
Plug the PSU into the wall and touch it periodically, off or on - doesn't matter. A plugged in PSU is one of few ways to truly ground yourself.
Don't RMA anything without coming here first!
Be excited! not scared. Building PCs is the best.