Thanks for the explanation. At least now I won't go around thinking it was nonsensical.
So here's a summary of what I learned in actually putting the thing together:
1.
The scariest part for me was holding the processor and dropping it into place on the motherboard. I held it for only 5-10 seconds and yet it felt like I couldn't get it into place fast enough. Every extra second seems like another opportunity for me to drop it or accidentally damage it in some way. The fact that it's surprisingly heavy added to my sense that I was holding something very valuable that was easily damageable. WHEW!!
2.
Closing the bracket that holds the chip in place caused a slight creaky sound from the motherboard - at first I think I was crushing the chip or something... but thankfully that wasn't the case.
3.
I should have tightened the motherboard mounts into the case more tightly. Two of them somehow unscrewed after I was almost done getting the motherboard screwed in and I had to undo it all.
4.
The pushpin design for the CPU heatsink/fan I got (ZEROtherm CORE92 Socket 1156/1366 HDT Cooler)
sucks. If the official one that comes with the i5 sucks works like this does, then I say get rid of this pushpin stuff altogether.
5.
It was easier for me to get the motherboard into the case by installing the cpu heatsink first - then I could grab it by that instead of the edges of the mobo.
6.
Spreading the thermal grease on the CPU was a big unknown for me. I didn't know how much is too much or too little, so I went with what I thought was a "thin layer." Seems to be okay so far. Idles at 22C.
7.
Connecting the case's LEDs and Power / Reset buttons to the mobo was the most confusing part to figure out from the manual. So many little pins and whatnot. This should be more standardized / consolidated.
That's it for now. Waiting for Windows 7 to come in the mail - then I can really say I've finished building my own PC.
Thanks again to everyone for the help!