Building shelves is one of the easier things you can do as a first step into the world of building your own furniture if all you want is a simple, functional shelving unit.
Measure the intended height of the unit and buy 2 1x10s (or whatever depth is sufficient for your purposes) that are long enough to be cut to the appropriate length. These will be the sides of the shelving unit. Ensure that these are straight, wood has a tendency to warp and you don't want that garbage for shelves. Pick some good ones.
Determine the intended inner width of each shelf (that is, from the inside of one vertical board to the inside of the other vertical board). Buy as many 1x10s that can be cut to this length as you intend to have shelves. Remember that you need one for the bottom.
I find it useful to box out the bottom level like in the following photo. You're just raising the bottom shelf up a little bit and putting a front and back on it. This helps to counteract any shear forces that would potentially cause the entire unit to buckle sideways.
Using L brackets (or some other manner of fastener if that is your preference), hang your shelves between the two sides. Depending on the width of the entire unit and the weight of what it is carrying, you may want to reinforce it through the middle with another vertical support board. The easiest way to go about this is just put another board up the middle in the beginning and then cut the shelves to fit.
If your shelves are particularly tall, and particularly heavy, you may want to screw the frame itself to a couple of wall studs. It will never fall over, ever.
Jam it back in, in the dark.