Wow...A powerful machine there for your first build
The computer in my specs is the first one i built, and its still running now since I didn't build it that long ago, and it is actually rather easy, so I wouldn't fret
As for cables, all the parts you need should come with the components like IDE leads, motherboard screws, etc.
The only thing i would worry about would be the power supply not coming with enough molex power connectors, but that is a good make and so should come with enough, especially since its 512watt.
I would definietly pick up a antistatic bracelet from a computer store though to protect your hands from frying those components while building, as I know for sure there very expensive
I'd also check that computer case out, and check if all the fans for all available slots come with it, because if not, it might be worth buying those ones to fill up the spaces to protect your computer from overheating (Usually 90mm fans, because if it is a good case, there will be at least one 120mm fan anyway with it)
Thats all really. Hope I've helped