My first build was almost heart breaking. I spent three hours putting everything together, going over the wiring and making sure to be extra careful about static electricity.
I finally close the case and plug it all up and then hit the power button. Nothing. I hit it again. Nothing. I start panicking, unplugging everything and putting it all back together. After a frantic hour of messing with the computer I put everything back together and gave up. Right then my brother came in and hit the light switch and I saw the mobo light turn on. I had forgotten that the outlet I had plugged it into was connected to a light switch.
Just take a step back and calmly look over the obvious things first, make sure all the wires are connected. Make sure you have two plugs from your PSU to your MoBo (1x4 pin, 1x24 pin). When the board has power sometimes it'll have a light, but not all do. Make sure your power button from your case hooks onto your motherboard. When you hit the power button you should see fans moving at least if everything is hooked up right.
Good Luck!