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Should I do an out of case build before building in a case?

sure...

it can save you time in disassembling if any of your components are defective and need to be RMA'd 

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The problem is I'm a first time builder and I don't really know how

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what kind of board and case as well as cooler 

I can tell you if it would be better or not with that info.  

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MSI B350 pc mate, stock wrath spire cooler and RL06WS-W case

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Lots of room in the case, as a first time builder I would definitely recommend  assembling the CPU and heat sink in the open.  It will allow you to be sure to have the right amount of paste and not have to reach into the case while trying to tighten fastening screws with a hindrance.  Be sure to assemble the cpu and heat sink before putting the ram in as to give yourself more room.  Also, be sure  to assemble all components on cardboard.  I usually also put my static proof bag down.  Try to avoid carpets.  Those three components alone should suffice.  As for a full assembly, there is a higher possibility of damage to cables or prongs or the slots .. Ect.  I would Install all of that after the board is secured, unless you plan to feed cable behind your board for cable management.   

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Whenever you are building a computer, always test the components outside of the case. This saves time and gives you more flexibility to change out parts that may be behind the motherboard, such as taking out coolers. Place the motherboard on the box it came in, and put the ram, cpu, gpu and cooler on, and use a screw driver to short the 2 pins where the power button will be. Then when everything is working, you can slowly install it into your system.

hi.

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Can I get a list of all the stuff I need to install/do before I can attempt to boot out of case 

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49 minutes ago, AskTJ said:

Whenever you are building a computer, always test the components outside of the case. This saves time and gives you more flexibility to change out parts that may be behind the motherboard, such as taking out coolers. Place the motherboard on the box it came in, and put the ram, cpu, gpu and cooler on, and use a screw driver to short the 2 pins where the power button will be. Then when everything is working, you can slowly install it into your system.

For someone used to doing these kinds of things yes I agree full heartily.  I do not believe someone on their first build should be testing components outside of the confines of the case.  The install will be easier if the heatsink is done outside for a first time installer but hooking up the cables and applying power to the outside of the case will involve extensions and a little more experience and warming up to.   When you are new to the game you should do the step by step basics and if you run into an issue you should probably consult someone.  There is a video on youtube called How To Build A Gaming PC - FULL Beginners Guide by techsource.  It is what you are looking for step for step with explination.  No need to overclock anything though.  But it will show you how to pull up bios stuff and it is a common and comfortable method of getting it done.  Linus has 2 videos where he builds with his kids.   That being said.  If you do run into an issue I would be more then happy to help in any way  I can.

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