OK.
Personally, I recommend an i5 6600k, a Cooler Master EVO 212, any Z170 chipset motherboard (aesthetics up to you), and an Nvidia GTX 1060 6GB, or 1050ti 4GB if you want to spend less. For a case, make sure you get an ATX case if you get an ATX motherboard, etc. Case size should match motherboard size. For RAM, Corsair and Kingston I've heard are great. If you get a Z170 chipset motherboard, you need DDR4 RAM. I'd get a 550 watt Cooler Master PSU. Case is up to your aesthetic preferences. The Cooler Master CPU cooler already comes with some thermal paste. Optical drive, a $15 one will do, any brand. Building it isn't hard, you mainly need to be grounded (touch the case if it's metal). Make sure to watch some YouTube videos on PC building as well. And when plugging in HDMI/DVI/VGA/Display Port for video be sure to put it in the graphics card.