As Galteemore suggests a less complex etched kit is a better starting point for first time around.
Some reference books on kit building would be helpful, a bit of study before you start;-
'Etched Loco Construction' by Iain Rice, Wild Swan Publications ISBN 090686786X
'Locomotive Kit Chassis Construction in 4mm' by Iain Rice, WSP, ISBN 1874103100
'The 4mm Engine A Scratchbuilder's Guide' by Guy Williams, WSP, ISBN 0906867703
'Scratch-Building Model Railway Locomotives' By Simon Bolton, Crowood Press Ltd
to name a few good ones
I've included scratch building in the list as this knowledge is immensely helpful when working on kits.
Eoin