As one person said, it is easy to build (put the pieces together like a puzzle) and harder to choose (make sure you are buying right mobo to go with the CPU you like, the right ram for the mobo/cpu combo you've chosen, etc).
However, if you get a part that is DOA or is defective you have to have the right skill set/knowledge to troubleshoot the problem effectively. Not trying to scare you off from your first build because it is how you will gain said knowledge, in the meantime places like this are here to help if you get stuck
Edit was for a typo that I was too anal to let go