I'd avoid a 13th or 14th gen Intel processor right now because they've had a lot of problems with their manufacturing process. Otherwise, there's not really much difference between AMD and Intel in terms of like, OS compatibility or anything.

I've done some basic work with Davinci Resolve on linux and I haven't really had any issues with my Radeon 7800XT. I can't really speak for using the proprietary drivers for AMD, but with the open source drivers, as long as you install rocm-opencl through your package manager, Davinci Resolve should be fine. Overall, I'd recommend an AMD GPU. Edit: You mentioned blender in a comment. For AMD's open source drivers you'd need to install rocm-hip for Cycles to work

Edit 2: I hadn't tried blender in a bit and I realized apparently at least on Fedora 40, you also need rocm-hip-devel at least as of 09/24/24 for supported AMD GPUs to show up in Blender. Idk how that would translate to other distros

PC Part Picker is good cuz when you start a new build, you start with the CPU and then it'll only show you parts compatible with that CPU. As someone else mentioned tho, its not perfect and you still may want to check clearances between parts, like that your CPU cooler isnt too tall for your case, or that your Power Supply isnt too long (been there, lmao)

From my own personal experience with buying brand new RAM and it being bad a few times, I'd probably run memtest86+ for a few hours once the computer is together to make sure that the RAM actually works. You can download the linux ISO w/ GRUB option and make a bootable flash drive out of that and let it run. Afterwards, I usually install my OS. Might save you a few headaches down the road if you get into your new OS and things behave strangely, but its up to you.

Other than that, the setup shouldn't be too hard.