Like everyone has said so far, compatibility is the biggest thing by far. It takes time to decide on the parts that you will use for a computer. I spent at least a couple days all together researching parts for the system I just built before ordering them to make sure they are compatible with each other.
For example, I knew the board I had was a 1155 socket. I knew it was compatible with CPUs that matched that socket in Core i3, i5, and i7 configurations. What I wasnt sure about however is if it was compatible with an LGA 1155 Xeon E3-1230 V2 CPU which is what I wanted to go with (for multiple reasons. If you want to hear why, PM me.) I looked up the manufacturer website for the motherboard and looked at the CPU support list. Turns out it was right in that list, so I was good. Research, research, and research more. That is the key to a well built system that will serve your needs.