Haha really!? I never found installing the CPU to be that bad, I guess if you do it wrong and bend the pins you can completely fuck it and it would be a massive waste of money. I never had any issues really, just make sure it's in the right way and line it up with the little triangle, pull the lever down and job done
EDIT: I didn't realise it was your first build, good job. I guess the first time is a bit different because generally all you are thinking is "I hope I don't fuck this up and turn the CPU into an expensive paper weight"