The machine starts. Here is what to do in the first hour, in the order that catches problems while they are still easy to fix.
In the BIOS, before installing anything
Enable the memory profile. EXPO or XMP. Without it the memory runs below its rating, and this is the single most commonly missed step after a build.
Check all your memory is detected. The BIOS reports total capacity. If it is lower than you fitted, a module is not seated properly.
Check all your drives appear. Easier to resolve now than after installing an operating system.
Check processor temperature at idle. A figure far above room temperature at rest suggests the cooler is not making proper contact.
Set the boot device.
After installing the operating system
Install chipset drivers from the motherboard manufacturer first. These let the operating system manage the platform properly, including how work is scheduled across cores.
Install the graphics driver from the card manufacturer rather than relying on what the operating system supplies.
Apply system updates, then restart and check again, because updates frequently arrive in waves.
Confirm it is working properly
Check reported memory speed matches what you bought. This catches a profile that did not apply.
Check the drive is running at the expected speed and, for NVMe, in the right mode.
Run something demanding for twenty minutes and watch temperatures. Processor temperatures in the eighties under sustained load are normal for many modern chips; sustained nineties suggests a cooling problem worth investigating.
Listen. A rattle or a regular ticking usually means a cable touching a fan, which is worth fixing before it wears through.
Test the parts while you can still return them
The first week is when a faulty component is easiest to deal with, because it is inside the return window and you have not yet built a life on the machine.
Memory. Run a memory test overnight. Errors here cause crashes that look like software problems and can take weeks to attribute correctly. Memory that passes a short test can fail an extended one.
Storage. Check the drive health reporting, and write a large amount of data to confirm sustained write behaviour matches what you bought.
Sustained load. Run something demanding for an hour and watch for crashes, shutdowns or temperature problems. A machine that is stable for ten minutes is not necessarily stable for an evening.
Do this before the return window closes, not when something goes wrong in six months.
Worth doing once, now
Photograph the inside with the panel off. When you next open it in two years, you will want to know how the cables were routed.
Note your BIOS version and the date you built it. Useful context when diagnosing anything later.
Keep the motherboard box or a note of the model, and keep the manual. The storage lane sharing table in it becomes relevant every time you add a drive.
Register anything with a long warranty, particularly the power supply. A ten-year warranty is worth having on record.
Set up a backup for anything you would be upset to lose. The best moment to do this is before there is anything on the machine to lose.