Hiya Homey.
SKWIRRELL TIP OF THE DAY:- "Remember to count to ten".
lol
The trickiest bit of the first-time build process is the cpu and fan/heatsink assembly stage. The heatsink and cpu connect via a small metal area. Through this connection the heat built up by the cpu is transferred to the heatsink and then dissipated via the fan.
However, this doesn't happen on it's own.
There needs to be some thermal compound between the two which encourages the process.
Thermal compound comes in two forms; it will either be a small vial of liquid you're required to apply yourself or a plasticene-like substance which will already be positioned on one of the surfaces.
If it's the plasticene 'stuff', DON'T TOUCH IT!!!
When you assemble the cpu and heatsink, it will be a tight fit and the 'stuff' will squash out to finely cover both contact surfaces.
You don't want any finger-grease or finger-prints to interfere with the contact.
Be careful that you don't need to re-position either component after as pulling them apart will break the thermal seal and, if you do, you're going to have to remove it and start again with some fresh 'stuff'. Removing the old 'stuff' is a real pain and it has to be completely removed without scratching the contacts.
The plasticene compound sometimes comes with a plastic safety-cover which should be removed before assembly. Sometimes (as with mine) it doesn't.
If it's the liquid and you have to apply it yourself, don't use too much or too little. Follow the advice on the product.
Too little and there won't be enough to transfer heat between the cpu and the heatsink.
Too much and it will act as an insulator and block the transfer instead of encouraging it.
Your instructions will probably say something to the effect that you should use a small blob and spread it thinly and evenly over the area to be covered using the thin, straight edge, of a plastic spreader something like a credit card edge.
When you're doing it be careful not to scratch the surface of the contacts, and don't re-position the two components once assembled. If you do it will break the seal and you should completely remove it and start again.
There is a special compound which will clean the contacts properly if you need it (can't think of the name of it at the moment), don't use nail varnish or similar. It ain't the same.
I may have made this sound more tricky than it actually is. Don't worry. It is easier. Just be aware and, if you follow the advice, your cpu temperatures will be as low as they can be which produces better performance.
If it powers up first time, GREAT! If it doesn't or, if there's some other problem, don't worry about it. Count to ten, double-check everything and then ask here.
If you connect your case speaker to the motherboard, you will hear a single short 'beep' as the machine 'posts'. This is a good thing.
If you hear anything else, it's a 'beep code' indicating that it's detected a potential problem. The type of beep is like a morse code relating to the type of problem, so make a note of the code (ie. two short beeps and one long one, etc) so we can help.
Good luck. And get ready to show off your new baby to all your friends.
Oh wait. Sorry..,
"Shadow". I forgot, you don't have any.

Heheh
WHEEEEEEEEEEEEEEE!!!!
[
THIS GUIDE may help some. There's some video's of each stage in there somewhere as well]
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CPU > Intel i9-9900k (o/c 4.9GHz);
COOLING > BeQuiet! Dark Rock Pro 4;
MOBO > ASUS PRIME Z390-A;
RAM > 2x32GB Corsair LPX 2666MHz;
GPU > Gigabyte GEFORCE GTX650Ti PCI-e 3.0 2Gb GDDR5;
AUDIO > Creative X-Fi Xtreme Music (plus - Universal Audio UAD2 Quad Custom accelerator);
HDD > 3x1TB+ M.2. SSDs;
LCD > DELL - S2419HGF (1920x1080);
PSU > 650W be quiet Straight Power 11 - 80+ Gold;
CASE > BeQuiet! SILENT BASE 601;
OS > Windows 11 Home Advanced (64-bit).