I'm trying to build a computer, but I'm COMPLETELY new at this.
My first step would be to choose a CPU, but I don't understand the difference between Intel's CPUs.
GHz is used to measure how fast the CPU can process, but in some cases lower-costing CPUs have higher GHz.
Also, there are many types of CPUs, such as Dual Core, i3, i5, i7.
I know the i7 is the best, and dual core is the worst, but what's the real difference?
Dual core siimply represents the number of cores in a CPU. AMD has dual cores, and i3 (and i5 6xx) is a dual core.
Dual core means the CPU can process 2 instructions at once, so its almost like having 2 CPUs in one, and a quad core would be 4 (obviously).
The difference between dual core, i3, i5, and i7.
Well I'm assuming by dual core you mean core2duo, this is intels old arch which uses no L3 cache, among other differences.
I3 is the new dual core series. These CPUs have L3 along with HT to help with multi-threaded apps.
I5 is has dual cores (6xx) and a quad core (750). The dual cores are like the i3s but with turbo and higher stock clocks/multipliers (I'll add the i5 dual cores are massively overpriced, and should be ignored). The 750 is just like the i7s minus HT (which doesn't help in games).
I7 is intels best series and is made up of quad cores with HT.
If you want to see the actual performance differences, check out the CPU Charts in the Charts section of Tomshardware at the top of the page.
The CPU best for you would depend on your uses.
What exactly are your main uses for the machine? Also, what is your budget?
pentium is intel budget CPU which doesn't have hyperthreading or turbo boost.
Turbo boost is a technology that increases clock speed when the processor cores aren't running at their maximum power usage.
pentium = no hyperthreading, no turbo
i3 = hyperthreading
i5 = turbo and HT (750 doesn't have HT tho)
i7 = turbo and HT
As Raidur said dual cores stretch up to i5 with the i5 750 being a quad core. what makes things more complicated is the fact that intel have split this over 2 sockets. Enthuast socket LGA1366 has i7 range from the i7 920 upwards. This platform needs 3 sticks off DDR3 memory (tri channel memory) and also features some nice features like crossfire/SLI support @ x16 - x16 opposed to x8 - x8 (basic example) on their mainstream socket. LGA 1156 is the mainstream and again is split into 2. All LGA 1156 CPU's are useable in any LGA 1156 motherboard but the i5 750 and i7 860 don't have GPU's in the processor. The lower processors all do but to use the GPU (its no better than standard onboard GPU's on motherboards) you need an H55/57 motherboard. The 750 and 860 use P55 motherboards. As I said these processors can be used in any LGA1156 motherboard but due to not having a GPU on the CPU die, will need to have the P55 motherboard for onboard graphics. Both P55, H55 and H57 all have expansion slots such as PCI-e x16 lanes for a Graphics card tho p55 boards sometimes have 2 and unoffically support crossfire/SLI
On the AMD side of things you have Athlon and Phenom. Generally the x2 or x3 or x4 or x6 tells you the number of cores and the Athlon range sits below the phenom range in performance. while AMD's are faster in terms of MHz, they "do less per tick" so a 3.2GHz phenom II keeps pace with the i5 750 at stock speeds (2.6Hz I think). Athlon II and Phenom II can use AM2+ sockets (need to check compatability as some boards don't support them) and AM3. The major difference is AM2+ uses DDR2 memory and AM3 uses the newer DDR3 memory.
Very Very generally at stock speeds
Athlon II x4 630 = Q6600 (LGA775) = Phenom II x2 550
Phenom II x4 955 = i5 750
phenom II x6 1090T = i7 920 = i7 860 (only in multithreaded apps single threaded apps i7 destroys AMD)
The athlon II are cut down versions of the phenom II. Athlon II's don't have L3 cache and both phenom II and Athlon II dual or tri core processors can sometimes be unlocked into full quad cores. On athlon II's the L3 cache can be unlocked but not always. The reason these cores are locked is because they are sometimes faulty but not in all cases.
AsRaidur said, look at CPU charts in what your most likely to use the CPU for to get an accurate idea of performance. Generally pricing should give you the same idea as AMD are very aggressive in offering "good value for money"
Another note, avoid all phenom I and Athlon I since the new pheonom II and Athlon II out perform these and are based on the newer 45nm manufacturing process. AMD also offer a single core Sempron 140 which can sometimes be unlocked into and athlon II dual core. The Sempron with its high clock speed gives the old athlon dual cores a run for their money and the origional phenoms where horribly slow, hot and power hungry and often outperformed by the their athlon counterparts.