Building the PC is really a piece of cake. It gets very easy after you get to know which parts are where. As long as you bought a CPU that fits the socket of the motherboard etc. and all parts are good, obviously. Connecting it is the easiest thing in the world - most parts have only one proper place.
If you want to be sure you won't break anything, just buy a used, poor, dying PC for 50 $ and practice on it. 50$ is a low price for making sure you can handle the PC components, and you can save up far more than that when collecting your own parts instead of buying the preset ones.
Not every PC that is already built is bad, of course. Depends on the place, most of those you will see in regular markets will have a bunch of traps. More professional stores can offer you the good deals without any "traps" in components.