I wanted a computer that would handle games well(this was quite a while ago) and so I decided that the prebuilt computers wouldn't cut it for me. I did a little research on the parts and just treated it as plug and play except for the brutal installation of Windows XP. I had quite a bit of knowledge about computers already from simply reading and I had a few times where i changed HDD's, ram, gpus and stuff like that.
That's pretty much how I started out, too. My first computer, a Sony Vaio P4 machine, shipped with 512MB of PC 2700 RAM and a 120GB HD. I decided to install an additional 1.5GB of RAM and a second HD for storage. I was terrified the first time I opened the case - I was clueless. I actually bought a HD and some RAM from Fry's Electronics (didn't know about newegg) and took it back because I was afraid I'd break the PC. ha ha.
Then, I started to research computer components and realized that the process was pretty easy. Eventually, I installed the HD and RAM and attempted to upgrade the GPU. That was basically a disaster. Unfortunately, Vaio cases do not conform to ATX standards. This made it impossible to upgrade the PSU, disallowing a decent GFX upgrade. The Vaio comes preinstalled with a Radeon 9200 and a 280W PSU. Even mid-range cards require 350W. The best replacement I found for the Radeon was the GeForce FX 5500.
The frustration from that experience (inability to upgrade) led me to start saving for the rig in my signature. I saved for about two years and finally built last August. I'll never buy an OEM machine again. I won't let my family either. Since building my rig in August, I've built a PC for my sister and my dad.
So, to answer the question, I learned how to build a computer by working hands on with my Sony, reading material online, watching
YouTube videos, and owning a subscription to Maximum PC. The magazine keeps me up to date on the latest hardware and I find some of their reviews helpful as well.