I have done this for 20 years. Built about 50 PCs of differing specs.
The two tricky things are understanding the specs of individual components and understanding the sockets/slots/interfaces/buses/specs etc that make them compatible or not.
The best way to learn is to browse sites like ebuyer or overclockers and build PCs in the shopping cart. If there are specs you don't understand google them. When I started I had to use PC magazines and the endless pages of adverts.
Today, as mentioned the first thing you need to do is decide on AMD or Intel CPUs. There isn't much between them really, some pros and cons of each. Reading at least 3 different articles comparing them is a wise bet. Personally I like AMD, but that's just because I have had good success with them and don't see a reason to change.
You also need to decide now on "form factor", do you want a full sized easily expanded board or a micro-ATX or other special size for a smaller case or "cube" style. This will govern your case choice later.
You also need to choose if you want "On board" stuff or if you want to expand those things in later. You will find it hard to get a motherboard without sound and ethernet these days, but for a gaming PC you'll want to avoid onboard video etc.
Once you have your CPU choosen (don't be afraid to start from scratch a few times with different ones), you will have chosen a number of different paths. Most notably the motherboard CPU socket. So the next thing you want to do is choose your motherboard from the ranges that have that socket.
Next memory. To choose this is a combination of motherboard specs and CPU specs. Motherboards will provide dual or triple channel memory compatibility, dual faster than single and triple faster still, but to use triple channel RAM you need matched sets of 3 memory cards, pairs for dual.
The CPU will give you it's maximum memory clock speeds (sometimes both nominal and overclocked speed), choose memory above the nominal and ideally the overclocked speed or above. The faster the more expensive. Also note the latency specs on the memory, smaller numbers are better.
8Gb is a good minimum for a gaming PC.
(Gotta go to work)....
