Sounds like you have all the parts you need? There are several more guides to get you started on that. Just reply if you need help there.
Wrist straps are not really required - in the several guides I have read, none of them insist on a wrist strap. To be safe, install the power supply, plug it in with the power switch turned off. That should ground the case. Then, frequently touch the case to discharge any static electricity. Here is a picture of my buddy Giles getting intimate with a build:
Here are the links that would help to assemble and troubleshoot:
Oh, the guide might not answer the following: Case lights are a cinch to install, and I think they make a case with a window look incredible. Connect the lights to your power supply either directly if an led, or to a ballast that connects to the power supply. Cases almost always have extra mounting points for fans, usually on the front, side or top. the product description will identify how many fans can be mounted. If you don't have enough connections on your motherboard, then connect them directly to your power supply.
Twoboxer is correct. There may or may not be sensors that pick up the correct timings, so you should check and adjust if necessary. That does not have to happen immediately, or ever for that matter.
After you get the OS installed, look at some utilities like CPUID, Realtemp, etc. It is hard to advise, because you have never shared your configuration. These utilities will tell you about your system, and ensure everything is operating smoothly. Your motherboard manufacturer will also probably have tuning utilities - go there when you get on the web to register your mobo. Register whatever else you can on-line - it will make troubleshooting easierif there is a problem, or heaven forbid, an RMA, and almost everyone has a forum, updates and tools for free.
Where are you in the process? Do you have the componenets in hand and are you assembling now?
Looks like a great starter machine. Twoboxer offers good advice: take your time, and enjoy. There will be plenty of time to use your computer later - you only get to build it from scratch once.
Before you start, read through the comments on Newegg - often they can provide insight as to where your build might have a problem or you could do things better. Here is an example regarding your case "...the cables can easily be hidden behind the HDD cage and tied together with the ties that Rosewill have provided, plus they're black, you can't even see them in there." There are several others that I noticed on the case alone.