My only thing is when I get everything is it challenging to put it together because I have never built a computer in my life...
It's far simpler than it used to be. Before, in the days of AT power supplies, you could fry the motherboard if you plugged the power connector in wrong*. Nowadays, most things only go in one way and in one type of slot, making things ridiculously easy.
The fact that you're buying an AMD CPU with a stock cooler should makes things hella easy in that regard. Just be very gentle with the CPU when you insert it (there are a ton of easily bendable pins on the bottom of AMD CPUs) and be very sure to keep yourself grounded, especially given the season, so that it doesn't receive a static shock (same with the RAM, that tends to be even more sensitive to static). AMD heatsinks are actually far easier than Intel heatsinks to attach. Funny, since the situation was just the opposite in the Socket 478/A days (before, Intel used to have simple clips on the heatsink and AMD used to have a pain in the ass metal clip that you had to use a lot of force to properly secure...now Intel has four pain in the ass peg-style clips and AMD uses Intel's older design). Since it's a retail box, the heatsink should already have a thermal pad on the bottom. That's sufficient for most workloads, and can usually handle a little bit of overclocking. All you should have to do is put in the CPU, flip the lever down to lock it in, place the heatsink on top of it, and snap the retaining clips shut. Easy peasy.
Be sure to read the motherboard documentation to see what goes where, since it varies depending on the motherboard. The hardest part is usually getting the front panel hooked up properly. ASUS, thankfully, has been including nice self-documenting headers in some of their later motherboards, making it far easier to get everything plugged in properly. Basically, you hook everything up to the header, slide the thing onto the board, and that's it. Same thing goes for the USB, FireWire, and front audio ports...pretty sure my mobo has headers for all of those.
Long story short: don't plug a square peg into a round hole and you'll be fine. Be gentle, keep yourself grounded from static electricity, and spend some extra time doing everything right. After you make sure it works, use zip ties and tie all of the cables down and out of the way. It's good for air flow and makes cleaning the case much easier.
*The old AT power supplies used two power connectors with six wires each, arranged in a line. On the motherboard side, there was a bank of 12 pins that the two connectors would attach to. There were no keys to prevent you from putting the wrong connector in the wrong bank of ports, and putting the wrong connector in the wrong port would result in bad things happening (such as +12V going to a pin expecting -5V, -12V going to a +5V pin, juicy DC power going to the ground...it definitely wouldn't end well). Fortunately, the color codes were standardized, so everyone who dealt with them knew that black wires -- the ground -- all went toward the center. Luckily, it was at least impossible to put the connector in the wrong way (it simply wouldn't snap in place), so it was very unlikely that anyone would reverse the connection. Thankfully, the ATX series of form factors introduced a 20/24-pin connector that is virtually impossible to plug in incorrectly.