tbh the most "important" two things to be told about is to do with cases & cooling anyway.
in the case's bag-o-bits, those brass standoffs (made of brass, screw at one end screw hole at the other) go between mobo and case, holding up your mobo but keeping it from contacting the case. there should be a quick-start guide or diagram that came with your mobo, should highlight the holes which are used to attatch it to the pc case. if not, they usually look like they have little sort of foil washers around them, and anyway it should only be these holes that line up with the screw holes in the case, probably about 6 of them. first put your mobo to the place it goes to figure out the right holes, then screw the standoffs into the correct holes in the case. put in the mobo, and screw it into the standoffs. or DONT, because you should put your heatsink fan onto the cpu and mobo before you screw in your mobo! can be easier to line it up without the heatsink on though. there may also be paper washers which go on the topside of the mobo to further reduce chances of the screw heat causing a short circuit, but theyre not really necessary.
other dodgy bit is putting the heatsink on the cpu, read up and excercise care, especially: remember to remove any plastic on the underside of the heatisnk before putting it on, make sure the heatisnk goes on the right way around (so the ledge cut into the base lines up with the shelf on the cpu socket - you dont want the shelf lifting the heatsink off the cpu or it wont work well enough. also remember to plug the heatsink fan into the power! probs will be going into the cpu fan header on the mobo.
most screws wont go easily into screw holes theyre not intended for, and those that do are pretty much interchangeable.