First time building a gaming pc

First time building a gaming pc, help?

Added (1). My dad gave me his old Desktop. I wanted to build off of that if possible. The Specs are: MSI P6N Sli motherboard, MSI multi-gpu video link card, 2gb of ram, Core 2 Duo Processor E4500 (2M Cache, 2.20 GHz, 800 MHz FSB), No hard drive, and Thermaltake Purepower 500w. What should I upgrade first and with what? I'm looking to run games like Dota, Battlefield, Minecraft (Modded), Dayz, Etc. Thank you.

Added (2). Also, there isn't an os due to the lack of hard drive, I'm looking for windows 7 if that effects any choices for parts.

So what do your require? Someone to come to your home and help you build it?

Put all this parts that you have together first. You will also need a good quality Hard Disk Drive. Try a Seagate 500GB or more.
After putting all the parts together if you boot up into DOS prompt. Then you are in good shape. Increasing the RAM is something that you need to do for games. 6GB or 8GB should be fine.

I see that this System-board has a 10/100/100 Ethernet processor on-board. That is a good thing since internet will be useful for upgrades and all that.
Then think of installing Windows 64 bit on it if the computer can handle it. Windows 32 bit handles only 4GB RAM. Maximum RAM that this System-Board will take is said to be 8 GB so you have the option to upgrade.

The system-board has enough expansion slots. This will be useful if you want to update this further.