The absolutely most important thing you must remember if you are an absent minded person is to make sure the damned thing isn't plugged in when you start putting it together! I learned about this the hard way...
Picture: a motherboard. I have inserted the processor, a shiny new Duron. I have attached the enormous heatsink, making care not to crush the processor. I reach away to pick up the CPU fan. I turn back to the motherboard.
That's odd, I think. My chipset fan appears to be damaged - it doesn't have any blades.... I blink. THE MOTHERBOARD IS TURNED ON! I rush over and tear out the plug from the wall socket before inspecting the damage. Doesn't smell to bad... I touch the heatsink.
YYYYEEEEEAAAAARGGGGHGHHH!!!!!! DAMN that thing is HOT!
Suffice it to say, the motherboard did the annoying thing that some ATX boards do, and turned on when I first applied power to it, without me having to short the power header. Oh, and the processor was too light to be used as a paperweight.
Yes, I am an idiot