Take deep breathes....
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.