Things you will need:
- All the required hardware (cpu, motherboard, RAM, PSU, video card)
- Screwdriver/bit set
- A fairly large (T-20) torx screwdriver (for the CPU holder)
- A way to view VGA video signals (either a monitor with VGA support, or a VGA to HDMI adapter)
- A USB stick with a GPT partition table and a VFAT partition as the first partition
- A lot of patience
Here is the hardware I used, I don't have experience with any others: