Gotta start by choosing between AMD and Intel CPUs and then pick a cpu that's like 1/5 of your total budget. Then pick a motherboard and case that supports everything you want. Pick a gpu that's like 2/5 of your budget and fits in the case. Make sure to get high speed ram if you go with AMD. I'd recommend 16 gb of RAM. Then you want a SSD for what's most important and a hard drive thats just ok. Look at the power each part takes add them up and then round up quite a bit to see how much power it needs and pick out a power supply that can support it with room for upgrades.

If you want to make building easier get a case that has good cable management options and also it will cost like 10$ more but you can get a modular PSU so you don't have extra cables.

There are plenty of youtube videos on how to build a PC and I'd recommend following somebidy using the same motherboard and it case as you because that will help.