Thanks for all your advice. I finished building my bike this weekend and I am extremely happy with it. I knew close to nothing about bikes before I started and now I know a lot more.
I went with a frame from Poison-bikes in a yellow colour of my choosing. I was aiming for a bike with yellow and black colours. The frame also came with a front fork.
Before the delivery of the frame, I had bought a set of 28" rims from DT Swiss, a couple of Shimano hubs and a bunch of spokes. It took me some time to lace up the wheels, mainly because I did it following a YouTube video, which was bugged. I found a better guide for it and ended up with a nice pair of wheels, but I needed the frame for the truing of them, so I had to wait for that. When it came I had a bit of trouble truing the front wheel and ended up starting over a couple of times, but the end result was very nice indeed and I learnt a lot from it during the process.
I had decided for a couple of rim-brakes, but the frame and front fork did not really support this, so I ended up buying some mechanical disk brakes instead. Lucky me for buying the hubs with disc brake attachments! The switch was therefore easy, even though I had to send the brakes back to the shop and wait for the new brakes to arrive. I also made a mistake on the calculating of the belt and had to send that back too and wait for a smaller belt, which then fitted perfectly. Again I was lucky that the frame had a flexible bottom bracket, so I could tighten and loosen the belt. Another thing to be aware of!
Once the wheels with the front and rear sprockets were installed and the belt was fitted, the rest was just installing stuff like mudguards, handlebars etc. I did have to cut of the top of the fork-pipe though, but that went well also.
All in all it was a nice experience and I feel that I know my bike really well now. The bike is quite lightweight and a joy to ride. I could have saved some money by buying a complete bike, but I wouldn't have got the same experience from that and also I would probably have to compromise with regards to the look of it.
And to exmechanic89 who, instead of trying to help, advised against building a bike from scratch due to my lack of knowledge: If you want the bicycle community to grow and more people to use bikes, maybe you are using the wrong approach. You probably have a lot of experience, if your username is an indication of what you do for a living, so why not share that? It seems a bit silly to be on a forum like this if you are not here to help.