Everyone who digs into water cooling for the first time is always nervous, even with AIO's. However I've noticed a common theme where a lot of people aren't nervous about an AIO leaking, they man-handle them during installation and for some reason just think they're impervious to leaks. So, first things first, don't be nervous. I've built more loops than I can possibly remember, dating back to the early 2000's where the parts available to us were only accessible from aquarium stores and auto parts stores. I've only seen about 3 systems (out of hundreds) actually leak, one of them was due to user error, forgetting to tighten a barb, and the other 2 were due to manufacturing defects i.e crack in acrylic or metal. You really don't have anything to worry about. As long as you double check everything and plan accordingly you don't really have anything to worry about.
When it comes to maintenance, you ideally want to do a flush and fill (flush the system and fill with clean coolant) once every 3-6 months or so. Usually I just eyeball it. If I can see my tubes starting to get stained or I see staining or buildup of any kind in a block, I do a flush and fill. Usually it ends up being about every 4 and a half months. However once a year I do a full tear down. I rip my blocks apart and clean them with a toothbrush, a little distilled water mixed with a little alcohol and replace my tubing if it's looking gross. Typically with soft tubing, you'll need to replace it, the same can be said for PETG hard tubing. However, acrylic hard tubing tends to be able to be cleaned with some soap and water and it will look brand new again.
When it comes to coolants, here's the thing, running straight up distilled water is a bad idea. You WILL have growth and you WILL see corrosion. Whether or not you mix metals (ill advised to do so) water does corrode metal over time. It may take weeks, it may takes months, but straight up distilled water will cause damage. So that's where corrosion and growth inhibitors come into play. You can buy concentrates from all kinds of companies. It's a little bottle of inhibitors that you toss into a gallon of distilled water, shake it up, and use that. So when you're buying premixed coolants, you're buying the concentrate, pre-mixed with distilled water and maybe dye. Me personally, I haven't noticed one being better than another. So if you want to save a couple bucks, buy a concentrate and mix it up and use that. Just keep in mind, that if you're running a colored liquid and you decide to be lazy about maintenance you will likely see staining of your blocks and tubes. Also if your PC sits idle without running for days at a time you will likely see tons of staining. So if you don't use your rig all that much, colored may not be the way to go. Now there's a few different types of colors coolants, there's transluscent's, opaque/solid and some boutique coolants like Vue. Before you buy any coolant, do your research. A lot of people will tell you that opaque coolants will cause all sorts of damage to your loop as they use a very very very fine powder type substance to add the solid look to the coolant. There's absolutely been a few brands that have shown to leave behind clogged jets and such but that's why it's important to read reviews and look up which brands you can buy to avoid this. I'm currently running EK's Cryofuel SOLID line in my rig and it's been great. When it comes to boutique coolants like Vue, do tons of research. Lots of them can be a lot more trouble than they're worth.
When it comes to learning how to build a loop, the best thing you can do is just go for it. What I would recommend is find all of the parts you need. Find a CPU block compatible with your CPU/socket type, same with your GPU if you're planning on water cooling your video card. Use a loop temperature calculator to figure out what kind of radiator setup you'll need. Radiators are pretty much the most important part of your loop. Yes, your blocks matter, some perform better than others, however you can have the best blocks in the world but if your radiators can't efficiently remove the heat from the water, they're pointless. Typically, the way I look at it is that for every part you have running in the loop at stock speed you want to be cooled by the equivalent of a 240mm slim rad. So if you're cooling a stock speed CPU and GPU you want 2x240mm radiators, or a 480mm or better. If you're overclocking those parts, add a 120mm radiator equivalent to each part. So if you're running a CPU and GPU overclocked in your loop you want 2x360mm radiators worth of surface area or so. For example, I'm running a 7700K and 1080Ti, both are heavily overclocked. I WAS running 2x360mm slim rads and a 240mm slim rad in my old case. My cooling was fine, however when I upgraded to 2x 360x60mm rads I noticed a big difference in my temps. My water temp dropped around 8-10C. So make sure your radiators will cool your hardware and make sure you're using GOOD, static pressure fans. I'm currently using the Thermaltake Pure Plus fans on my rads and they work great.
Anyway, I would say get a list together of parts that you need. Buy a ton of soft tubing, like 30 feet worth of soft tubing. Take your parts out of your case and put it together on your bench. Then assemble a temporary loop. Get yourself used to putting your tubing on the fittings, get used to filling and bleeding it. Once you feel comfortable, plan a real loop in your case and go to to town. Hopefully this helped you out.