Right. Honestly, I am. I haven't had a brand new gaming PC since 2010 and that one, someone else picked the parts and built it for me. So this is pretty much a new experience.
One of the nice things about building your own PC is you are able to configure it exactly how you want it. But you really need to be a part of that process.
The down side to that is you do need to read some reviews and decide what you want. Not saying you do this, but people who don't want to do this are probably better off buying a Ibuypower system or a Dell.
To get to the point where you have made a decision and are ready to order your parts you need to:
1. Decide on budget.
2. Decide what you want out of the computer and what you want to do with it.
3. Read some reviews on parts you are interested in. Anandtech, Tomshardware, and even a sticky thread at the top of this sub-forum has recommendations on components. If you click through a few pages in 'General Hardware' there are tons of previous "Is my build good?" posts. I might love a monitor, but you might hate it. I don't care about 4k, you might require it. You have to decide what works for you.
4. Use Anandtech bench to compare GPUs and CPUs.
http://www.anandtech.com/bench/CPU/39
5. Use PCpartpicker to get at least a rough draft of a system together.
6. Post your system for review. Tell people what you want out of it. Example: "I want to play all games at 4k at ultra settings" or "I want to play all games at 1440p on ultra settings".
7. Ask questions about components you don't understand: "Do I need DDR4 4000 or would DDR 3200 be good enough?" or "Do I need a $300 Asus ROG motherboard or is this Asus z170-A for $150 good enough?" or "If I want game at 1440p on ultra settings should I buy a GTX 1070 or GTX 1080?".
8. Go to a local electronics store and look at the monitors, keyboards, speakers, mouse, etc. and see what YOU like.