A huge question with a thousand answers. I too pondered building my own printer and I am still considering it.
Bottom line I decided to get a used solidoodle for my first printer.
This place has just about any part you need for a printer except maybe a frame and basic hardware.
http://www.robotdigg.com/ I put together a list and totaled it up IIRC it came to about $275.00 raelisticly when you are done probably $400-$500 in parts.
Are there any sites where I can learn more about it?
There are many sites and many aspects of 3d printing.
if you go to youmagine the assembly manual for the ultimaker is there. Arguably one of the best (and most expensive home shop printers) And it is open source so free to make a copy for your own use.
http://www.sainsmart.com/ Has the electronics parts and parts kits some are fairly complete but you will still need a power supply a frame gand many of the mechanical parts.
There is so much to learn
Do you have any idea how i can get started?
You joined this forum and asked a question that is a start.
So it may be best to learn how to use a 3d printer before building one.
Tin
Soliddoodle 4 stock w glass bed------Folger Tech Prusa 2020 upgraded to and titan /aero extruder mirror bed
FT5 with titan/ E3D Aero------MP mini select w glass bed
MP Utimate maker pro-W bondtech extruder
Marlin/Repetier Host/ Slic3r and Cura