Best of luck.
These delivery people will be used to it one of our member gets (it seems) 4 of the newest GPU delivered on release day.. At least you aren't that bad.
Build wise each person has their own method, just figure out what you want to do and do it, don't do more than one thing at once.
The way I approach a build is like this:
1) Assemble Motherboard, CPU and RAM (outside of case)
2) Add air cooler (trust me this is much easier than doing it while in the case, attach the fan cables to the motherboard at this point too)
3) Put PSU, HDDs, ODs and SSDs in case and attach PSU cables to these and attach SATA cables (use the case tidying system).
4) Drop in your assembled motherboard and Connect PSU cables and case cables.
5) Drop in GPU, assemble to Case and attach PSU cables.
Though there is no definitive way.
We are here to help if/when you need us.