Go to YouTube and watch some full tutorials on how to build a PC, or follow a tutorial elsewhere. I think it's best to watch how it's done first, just to get a good idea, before doing the product research itself.
Websites like 'pcpartpicker.com' are good for selecting parts, and they come with user ratings so you can choose the best components for your money, i.e., you don't want to be buying components where 50 people have rated it 1-2 stars!
It is also very important that you are buying compatible components together. When I looked at my first build, I was stupidly unaware that CPU's have certain sockets which need to fit the motherboard in order to work, so just make sure everything will work together by posting your build on a forum or checking the compatibility section of pcpartpicker.com
$1000 or £750 is a good price I'd say for a decent gaming PC which will do the job and last a bit of time before needing upgrades. Make sure you choose a sufficient and good power supply too!