Well, you will of course take care to ground yourself before opening the package it arrives in.
Be careful to set it on a non-conductive surface.
Clean the surfaces of both your cpu & its cooler with a little acetone on a very clean lint-free rag, & apply thermal cooling compound (I use Arctic Silver 5) to cpu & mount its cooler.
Consider also removing the stock chipset cooler/fan and remounting that with your thermal cooling compound too, instead of whatever stock stuff came on it, such as perhaps a little thermal pad. You'll rub the surfaces with a little bit of acetone on a very clean rag, then put on your AS5.
Count the mobo standoffs before you screw them into the case, as a safety check to make sure one doesn't get left in there loose to cause an electrical short.
Remember that you're keeping yourself grounded all this time.
As soon as you've installed enough components to boot up, verify what version BIOS is installed on your new board's chipset.
Then look up the mobo's latest BIOS on the web and see if you need to flash your board to any newer BIOS than what came on it.
Right away run some temperature monitor to check temps, to make sure all's well.
Any abnormally high temp could indicate something isn't seated properly, such as your cpu cooler. For my DFI mobo I use ITE Smart Guardian. If your mobo is DFI use that, else whatever...something similar may be provided on the CD-ROM with your mobo.
Then go into your normal testing: e.g. Memtest86 for your RAM, OCCT & Prime95 for your overall setup, 3DMArk for your video, etc.
Happy computing! scott