To do what?
Do you already know about PC components?
For the most part there is not all that much to know. You do however want to make sure everything fits together (so usually make sure you have the right RAM and right CPU socket, most other things if it is still in the consumer world will be fine. Start heading into servers, ultra small computers, upgrading things or going into the really high end and that gets more tricky). If you want to learn what m.2 means then do that too.
Are you up to date on current developments?
Pro tip here is you really don't have to be down in the minutia. Time was that meant something but today just read tests and check to see what has been announced or rumoured as being released (new hardware, old stuff drops in price and sometimes may be considerably outclassed).
Do you have a goal in mind (high end gaming machine, machine that will last a few years, desktop that can play some games...)? Budget is part of this as well. Do note whether you need a screen, mouse and keyboard, and you can pay for the OS as well if you want.
Do you just need a place to find some deals?
US wise most people usually flip between newegg and amazon. Indeed your local PC parts shop probably just does that, maybe with a trip to ebay for second hand parts (a tricky game if you are not already versed in things).