Just start watching videos from both Newegg and YouTube. Watch them, then re-watch them, then watch them again. Same goes for the manuals you get. Read them, re-read them, and then read them once more. There is no one way to assemble a PC and which component goes in first is going to be highly dependent on what components you have in relation to your case.
Just take your time and if you have any questions or doubts when it comes time to build... watch some videos and read the manuals.