A whole bunch of sites:
This place is somewhat confusing does not have very good illustrating pictures, but worth a look. Listen to them about static.
This is also a good intro, but with no pictures at all.
This is pretty good too with pretty good pictures to illustrate things.
My top four bits of advice.
Take it slowly. Work in a tidy area. Test the system frequently as you put it together. When you just have memory, power, CPU and video card, plug it in and see if it does anything.
Watch the static. Pay attention to this, especially at this time of year when the air tends to be a bit drier (unless you are in NW Europe or East US). Static will kill a part - anyone who downplays the need for static protection needs a (light) slap to the forehead. Ground yourself frequently and try to avoid touching connections directly.
The red stripe on floppy and hard drive cables is toward pin #1 on the motherboard and toward the power plug connection (virtually always) on the drives themselves.
Don't screw down the screws holding the motherboard too hard. It just needs to be able to hold it correctly.
Oh, one last bit of advice: relax, enjoy it. It can be confusing and frustrating the first couple of times that you do it, but it's interesting and kinda fun. If you take it slowly, read a lot and search through the archives here and at other sites, and ask questions on here when you are stuck, it will almost certainly go without a hitch (or maybe just a few minor hitches).