Welcome to the fun, frustrating world of 3D printing. There’s a lot to take in, so don’t worry.
Building your own 3D printer is a great way to get started, since you know what everything does. You won’t treat it like an Epson that you’re afraid to open up. When building a printer, make sure everything is square. It is absolutely important that the three axes are perpendicular.
You’re more than likely going to need the Arduino software. Go ahead and grab that, and read up about how Arduino works. The controller board that comes with your printer is more than likely going to be Arduino compatible, and this is the software you need to use to get the firmware onto the board.
You’ll probably start with Marlin firmware. It’s a big series of files but not to worry, the only one you really need to deal with is Configuration.h. All the settings for dimensions, temperatures, end stops etc are in there.
You’ll want to have a functional understanding of G-Code. G-Code is the language of CNC machines. It looks a lot harder than it is, and a complete reference can be found on the Reprap wiki (google 'g code reprap" ). This will help you set up your before print and after print routines, makes it a bit easier to calibrate the machine, and will eventually allow you to pull off some cool printer fu by directly editing part files.
I recommend Tech2C’s youtube channel. In addition to his fun Oz accent, he’s got some great information on calibration, upgrades, different filaments, and even building your own printer from scratch.
Thingiverse is a good resource for objects to print. You’ll probably want to start out downloading STL files rather than designing your own models. There you can find parts to help calibrate and test your printer.
You will need a slicer. That turns an STL model into G-Code your printer can read. I have experience with three: Slic3r, Cura, and Simplify3D. Slic3r is free, and it gives you a lot of options for how to set the printer up, but it can be difficult to dial in if you’re new. Cura is made by Ultimaker and released to anyone who wants it for free. It’s my go-to slicer as it’s simple to use and has some neat “magic” features, but it can be difficult to customize and it’s a little schizophrenic when doing things with a lot of bolt holes. Simplify3D is the best on the market, but it costs $150.
Good luck, have fun, and enjoy the process of drinking from a fire hose!