I started building wheels a couple of years ago. I’m not the best in the world and it takes me a while but I enjoy it and have had no problems so far (touch wood)
I started by getting an old wheel I had kicking about and took it apart.
I followed the instructions on Sheldon Browns site. (first attempt got the rim the wrong way round!!)
But fine the second time,
Then started on proper wheels.
If you do have a go with a proper set you could always take it to a LBS for them to check and true it, this will be considerably less than a wheel build.