Well when you're building a new PC handling compenents like the CPU and motherboard definitely poses a threat. It takes a certain amount of ESD in order for someone to feel it discharge, but its the ESD that people dont feel that can discharge and ruin your components. The best way to discharge it is either to use a ESD bracelet or touch a grounded metal object before you handle anything.
@OP this link may help you to understand ESD alittle better. >> http://www.computerhope.com/esd.htm