You may get sweat from your hands onto your new CPU if you don't relax first.
Make sure that you only put a grain of rice sized blob ontop of the CPU. If you put too much, wipe it off with some isophyll.
If you get stressed out with it wile building it, leave it for a while, go for a walk/drive/leave it alone for a few minutes, have a drink. If you have a friend interested in PC's, ask him to come round to see you through the build, it helps, even if he doesn't do anything.
oh and this if I put it on wrong would it fry? or is there a way to prevent this because in bios there is an option that says restart if over 65 or something like that right? so all I'm trying to ask if I mess up like the layer is to thick would it fry or do I have a second chance?