Step 1: What You Will Need.
Step 2: Measure and Cut
Make a cut list of what you need as you need 2 sides pieces, a top piece, and 4 shelves. Measure twice and cut once and remeasure after your cuts.
Step 3: Assembly
When I assembled the shelf I made sure to take a small bit and drill a pilot hole followed by a larger bit for the head of the screw to go. Try not to go too deep here as it makes more work when it comes time to fill the holes.
I then repeated the process for each shelf and checked to make sure I had everything straight. Or straight enough as a few shelf were not a straight as I would have liked.
Step 4: Sanding
I sand first with a 100 or 150 grit paper. You can do this by hand or cheat. I cheated and used an electric sander as it was quicker and did a better job than I could have done.
I do this before I fill any holes as you would be surprised what you find needs some putty after you sand. So I sand and then on to the next step.