I'm looking to build my first PC soon, so I'm in need of some advice. These are the parts I'm looking at currently. Are they all compatible, and just how good will this system be?

Firstly, are all the components compatible? Secondly, will the case be reasonably easy to build in? Thirdly, how hard is it to actually build a system?

All advice would be much appreciated.

Computers are fairly easy to build with all the components....though I highly reccomend that if this is your first computer build...please, for the good of your parts, please wear an anti-static wristband

components look good at should be compatible so you are good there I assume you have a copy of Windows to install. As for assembling a good well light workbench or table will be a big help. An anti-static wrist band will help insure your components don't get messed up but as long as you aren't wearing socks on shaggy carpet you shouldn't have a problem as long as you bon't touch the pins/contacts on your cards and CPU, having said that if you can get one it is a good idea they aren't expensive and a good precaution to take. another thing don't sit the Case on carpet when you use it. 

It is a good idea to find some tutorials online especially video tutorials that show how to put the components together before you start so you have a good idea what you are doing before you start, It will make the process much easier. I also suggest you read this before you start  http://lifehacker.com/5151369/the-first-timers-guide-to-building-a-computer-from-scratch. Having a tutorial on hand while you build it is also very helpful. 

But as long as you read/watch some tutorials it should be a straightforward process and can be a lot of fun, It's a great feeling when you first boot up a PC you have put together.

That case has a lot of open vents, if you're noise averse then I suggest this one: http://www.pixmania.ie/ie/uk/2762246/art/antec/performance-one-p183-pc-t.html

Otherwise everything looks great.

Heres a good tutorial for information: http://www.techreport.com/articles.x/13671

Components look good, though the 5830 card will nt last you forever, if that is what you are going for. Still good though. Be sure you are cool with a glowing case though, otherwise you are just blowing money.

FInally, I constructed my first PC on the floor on a carpet. No antistatic wrist strap. At twilight without additional lighting. So yes, it really is extremely easy. Just read your case and motherboard manuals and you will be set. It's literally like playing with LEGO.

Just make sure you ground yourself before you touch any given component and you are good.

Forget about the 5830, grab a 5850 for an extra € 100. And later on you can CF two of those :>

You could also add a SSD boot drive for € 125 or so.

If you want to save a few bucks, you can always downgrade the 945 to a 555 (€ 115 unlocked multi) or a 550 (€ 89 regular), which have just as much cache and two potentially unlockable extra cores.

For gaming, the four cores aren't really useful right now, but if you're encoding or using Adore Premiere or whatever then it might be worth it.

Stick with the 5830 if you don't mind the power. Its not a significant improvement to go up to a 5850, its not worth paying ~60% extra for 25-30% more performance at best.