You've gotten a few replies already so I'll just offer my advice and suggestions as someone who has at this point only done a couple builds and a few upgrades. OK, all your components work together but are separate parts. This can be overwhelming especially when people just end up telling you builds without explaining why they are recommending them. You might already know all this but I figured I'd just put it here for you to look over. Everyone else can better point you to exact parts and prices, especially because as I have no idea what prices are going to be in the UK.
First off I absolutely agree with the other post that power supplies are vital to not just what you're building now but also how much you can upgrade in the future. Don't fall in to the typical first build trap and underestimate this part. As someone who bought a cheap power supply with low wattage because I didn't understand what that meant in terms of the power I was going to be using in my upgrades, and bought a new graphics card and didn't factor in the needed power supply upgrade until it failed. Luckily not violently.
The parts you need to consider are the case, airflow and room in general are things to think about. Room as in if you get some of the larger fancy graphics cards they might not fit in the case with your other parts. There's mid and full towers that will accommodate larger more mainstream parts. Mini and micro will work with smaller parts and I would definitely not recommend this as your first case, as you have to have a good grasp of the parts you're using and sizes.
OK, right after power supply in most underrated part in first build is motherboard in my opinion. Your motherboard only accepts certain types of processors and determines whether you can do things like having multiple graphics cards and how much ram you can use and what speeds it can use with the ram. I highly, highly recommend the MSI gaming motherboard. It isn't the fanciest but has an extremely easy to use Bios so if later you want to play with overclocking you can do so easily but if you don't you're not spending money on something you don't want to use.
OK, next is ram. Most people recommend 8gb of ram at varying speeds, because this has minimal impact on gaming when you add more than 8gb. The only time this untrue is if you choose an AMD APU as they rely heavily on ram. APU by the way is a combination processor and graphics card. I highly recommend these for small builds but think you shouldn't use them in your first build... Especially if it's going to be your main gaming computer. So with that said I recommend 8gb of ram at at least 1666 mhz.
Alright next I think you need to look at cpu or processor. This will affect which motherboard you choose. The different cpu you choose will determine the type of motherboard socket you can use. The motherboard will be the same type but have a different socket or connection to the cpu. So Amd APUs use FM2+ socket and Amd fx cpu's use AM3+ socket. It's the same motherboard with the same specs but it connects to a different processor. Intel is the same way especially with one generation to the next of their processors. For cpu you pretty much have to choose from Intel or amd. Intel tends to have less processor cores but are quicker overall. Amd has more individual cores but are slower by themselves. You can get good deals on amd cpus and can build a cheaper performance computer around them. If you're willing to spend a little more money you can get a faster intel cpu. Fans of one or the other will try to sway you one way or the other, but I say decide whether you're willing to pay top dollar for Intel or willing to not have top of the line and get good performance for your dollar on the amd side.
OK after cpu we'll go gpu or graphics card. Just like cpu's you've only really got two brand options AMD or Nvidia. You will hear from fans of either brand how much of the opposite brands ass theirs kicks but be wary of the recommendations and try to pick which is going to serve you best. For the games you're looking to play I say do not go below mid range cards in either brand. That starts about gtx 960 on nvidia side and I'd say R9 280 on the amd side. This is going to be one of the most taxing parts for your power supply and really where that extra 50 or so bucks you invest in a power supply pays off.
I didn't get in to hard drives and this is an area where I feel like you'll figure out your needs are pretty easily.
Wow this is way longer than I wanted it to be. I just hope I didn't make it seem intimidating. As far as the actual putting the parts together I really recommend youtube. You can get a lot of help there and it's a lot easier than you think. I probably left something out or didn't explain something well enough but I'm sure others here will pick up my slack. I have posted this almost exact message before for someone I think was pretty much in the same situation as you. All i have left to offer is don't be intimidated, you can absolutely do this. I'm an idiot and still have managed to pull off good results.