if you are new to bmx its not a good idea to build one.
1. you don't know what to look for in parts and what the good parts are and to think about how you ride and the best types of parts for you're riding style. you also might buy the wrong fitting parts.
2. its VERY costly, at the very least 1000 dollars and that's just making a okayish bike, to make a good bike it cost around 1500 and even then that is looking at specials and getting discounts.
3. you are new to bmx and dont need the best bike ever, when you are learning you will crash, you can get a good complete bike for around 600 dollars, but for an intermediate range bike you can get it for around 900-1200. personally i got a bike that cost 1200 but i got 200 taken off because the bikeshop owner was very generous and i wouldn't spend any more than that on a bmx if you are new.
4. if you get a really expensive bike you will be to afraid to brake/scratch it so you wont ride to you're full potential. its okay to not want to scratch you're bike but you will get some even being very careful.
(by the way my money is in Australian dollars)