I think that there are two major stumbling blocks when building one's own computer.
The first is the lack of technical knowledge / confidence to be able to install all the components in the case, and the second is the difficulty of ensuring that all the components will be compatible - both physically in the case and "logically" in terms of working together. I think that the latter is actually by far the harder.
There's really no substitute for hard-earned experience to overcome both, although thorough research helps a lot! But it's very satisfying when it comes together. Ask Keygrip!
SD
Yes, it's easy for me, because I have been modding and building PCs and servers since 386 / 486 days, when 4MB RAM and 100MB disks were state of the art!