I am very ordering-averse because of shipping costs; they frequently bump up the price of what I want to buy by ~10%. But, like being uncertain about printing PCBs, you shouldn't let the fear of mistakes become a source of procrastination. Of course, you shouldn't just order whatever parts you feel like ordering at the moment, but when you're 90-100% confident in yourself that you've accumulated the right materials, don't waste any more time worrying!
Three sites that I have been quite happy with are OnlineMetals, Sparkfun, and McMaster Carr, because of the vivid part descriptions and resources that they have. It's not only helpful for identifying what I want, but I can also learn new things just by browsing their inventories.
Digikey and Mouser are good for electronics parts, especially in bulk, but it's hard to make sure you get the right thing on the first try.