First few times on my own building i was nervous, but after years of building and a course in PC repairs i'm relaxed when i fiddle with PC parts.
I tend to make more mistakes when i worry more, a calm and collected approach actually prevents mistakes and oversights on my behalf most of the time.
Last 10 pc's i've built and repaired have booted and worked perfectly on first power up, havnt been able to say that in a while, i usually miss something simple....
Of course there's always that chance that something arrives faulty, but that's why i tend to keep at least 1 spare component of the main parts, PSU, CPU, Memory, etc..... even if it's old, as long as it works, at least that way you can find the problem and convince the supplier you have properly tested the hardware and they'll issue an RMA without a hitch. I do this out of preference as it just makes life easier when it comes to building, as problems do happen, and if you're not prepared you'll be stuck playing the guessing game.
Luckily we have 3 pc's here anyway, but not everything is interchangable, and mother dearest has lost a few pieces of hardware in my dabbling, which i always kindly replace with better hardware...
.... She's gone from an internet browser to a semi-decent machine for running games like GTA:SA...
2700 Sempron
Abit AN7
1gb DDR 400
Sata HDD
Akasa Zen
FSP 350W PSU
Radeon 9700
Audigy 2 ZS
Not bad considering..... i had to replace a lot of that, but with the use of the MM and the other popular place i've paid for most of it and just given some of it to her as i've upgraded.
Anyway i've gone off-topic at this point, so i'll go hide in a corner or something now.... heheheh