Hello Rider4ever06 and welcome to the PcGuide forums.
The first build is the hardest. Do a lot of research first, look at pictures and such until you feel comfortable enough to do it. Particularly about installing the CPU and HSF. It is the easiest thing to do, but most stressful part for a first timer. So much money wrapped up in that little delicate chip.
Search through the forums, there is a lot of info here. If there is something particular you need help with you can always post a question or three, or six.... and we will be glad to help.
How long does it take? Well, just putting the hardware together doesn't really take very long once you get it down. But for a first timer it can take several hours or more sometimes.
Everything included from unpacking, installing hardware, to installing windows or other OS, to installing AV/FW and windows updates can take a couple of days depending on how much time you have each day to devote to working on it. It always helps to have a working computer connected to the internet so you can get help or look things up if you get stuck or become unsure of what you are doing.
Yeah it's some work getting a new build up and running to a usable state. But most find the work very satisfying.