Don’t skimp on the power supply brand. Buy a reputable one. Buy one with headroom if you plan on upgrading your GPU at a later time.
Watch some build videos from tech YouTubers and watch the steps they go through.
For gaming start with the GPU and build around it. Pick a CPU with a reasonable price that will not bottleneck it. YouTube reviews are your friend here. Watch a few with your CPU and GPU pairing and get an idea of the average and one percent low marks.
For your first PC, stick to air cooling. Pick a reputable brand.
I personally like gamersnexus reviews for all the parts you can. They are very methodical with benchmarks. Ask questions here as you will have many.
You may be building a PC for a use case other than gaming. If that’s the case you may want to pick another part to start your build around. For instance, developers have a different workload compiling code and would focus more on CPU and threaded workloads.
Basically know your use case, budget, and ask specific questions as you learn from videos and the community will help you produce a great result.
There is a registry entry that reverts 11 to the old context menu behavior.