Building a computer today is a breeze. The old days of IRQ debugging and all are basically over. Just make sure you have adequate lighting to see in the case as you add the hardware (portable lamp will do). Some may forget a missing screw and other junk that can fall in and hide, and the light helps to find it and helps to see where to plug things in.
Don't wear any sweaters or polarfleece. Plain cotton T-shirt (no long sleeves) and jeans is fine. And try to build it away from the carpet (on the kitchen table would do). Make it a unconscious habit of touching the metal inside the case before sticking the hands inside anytime you move away from it. A good way to open a ESD bag is at the bottom of the case (if it's a mid or full tower), with the hands resting on the bottom metal -- never lost a part from static that way.
Have at least 2 different types of Phillip screwdrivers (no 1 and no 2), and one medium flathead. Tweezers are a plus for pulling off jumpers (men's hands are huge). Unless you're doing case modding, no other special tools are needed (you don't need a fancy computer tool kit, save that money for something kewl for the case).
That how-to is a little too comprehensive, IMO (maybe to scare off new builders!!). Testing everything outside the case isn't something a newbie should be doing (advanced users only), and personally I never seen even the computer techs with 20+ years of experience in computing and electronics doing that at home or in the shop, either. They just load the essentials of a m/b, PSU, processor, memory, floppy, 1 hard drive (if non RAID) and 1 CD/RW and proceed to the BIOS screen. It's how I've always build them with zero problems -- used and new setups.