So, theoretically, the case and I are one system, but by touching a CPU which is not yet connected to the system I may damage it, right?
Lol...first off: don't worry about it, touch the case before you start and you'll be fine, all this extra stuff is unnecessary details you don't have to thing about.
THEORETICALLY, yes you could cause some damage to the cpu but I've NEVER heard of a cpu being damaged from static so don't worry about it. you're much more likely to break or bend a pin