woooahhh....stop there or go slower....along with any other 1st timers as this sounds like it
Your case usually comes with a good compliment of additional screws. Please note they can be different and some are made specifically to fit the brass risers. The threading is different on the varied bolts and mostly you want the large thread types for the casing areas (ie., i/o port plats) and finer threading for the drives.
You may or may not need the paper washers for the mobo mounting (most newer ones are designed not to need it).
THE heatsing/fan thing is a bit too random, some may or may not have any thermal materials applied to them, same as cpus. Although in terms of cpus, generally, intel ones do not come with them tacked on.
It is said you will always want a thermal compound between your cpu and hsf before you ever power it on.
Thermal paste/glue/pads can tend to be institutionalized ripoffs. Meaning if they are $5, they are more often than not $10. lol
have fun...and make sure to ground yourself. Go slow, and try not to get up and walk around a lot if you don't ground. I plan things out, get a large drink and sit there for a while...just to plan out layouts. I'm flexible enough that I can grab hold of the case with my foot while I work so I can ground that way or the more conventional wrist strap.