I want to build a somewhat decent gaming pc and I have never done it before and I don't know where to start. So where do I start from? What pieces do I need, I don't want to leave any out?
Keep in mind that a copy of Windows costs $100 by itself.
In terms of bang/buck you'll do better upgrading a low-cost starting computer instead of building from scratch. That's because budget computers sold at retail stores often include Windows for next to nothing, if you were to break down the cost of parts.
For example, take this:
You could add a graphics card for about $90 or $110:
Now those are both low-power consumption cards which should work fine on Dell's factory power supply. But you could upgrade to a 430W unit for just $45 (only $25 after rebate) and that would be recommended anyway for the long term.
Anyway, building from scratch you probably won't be able to get anything nearly as good, because the cost of Windows has to be factored in.