Newegg is way better than tigerdirect tough.
Note: some kits are not complete, if you have never built one before...
1 step: don't be afraid, is not that difficult at all.
2 step: do research, decide if you want to go Intel OR AMD...
(this step will make thing s easy for you)
Once you decided, now you can start looking at Motherboards (HINT: unless you have to, stay away from micro motherboards, this can limit any possible future upgrades)
Once you know which motherboard, now is time to look for compatible CPU, RAM, Video, Power Supply, CASE to house everything in.
Now you can look for SSD/hard drive, DVD or Bluray drive
you will need an OS (64 bit is preferred)
miscellaneous: monitor, keyboard, mouse, speakers, printer
^^you might have some of this already^^
other miscellaneous... normally drives are shipped without SATA cables, although new motherboards normally do include some of them, make sure that you know how many of this you will have available (or if you need to order some extra cables)
DO NOT skimp on a power supply, I personally prefer Power and Cooling brand 750watts or higher.