If you start it up at default settings, and the memory voltage weren't quite high enough, then it might be unstable (crashing during Windows Setup or etc). To actually fry something, you'd have to work at it a bit... leaving the GPU and ATX12V power cables unplugged, leaving the heatsink off, running it while it's submerged in your toilet tank, stuff like that. 😀
Don't use a marginal power supply, you want a quality brand with plenty of wattage. Make sure all the motherboard's power receptacles are hooked up (read the manual carefully). Make sure your video card's power cable is hooked up, presuming it takes one. Make sure your case only has standoffs where the motherboard has holes. Watch those EMI springs on the I/O shield carefully. That's the main anti-frying advice I can think of right now.