First, listen to a lot of systems and think about what you are hearing.
1) Speakers first, at least 90dB; high sensitivity will give you a wider and generally less expensive choice of amps and preamps.
2) Get tubes in the line somewhere, preamp or amp. (1) will help to do that, and right now you can get better sound for less with tubes right (in the future who knows).
3) Then DAC, essential, but don't over-spend, because you will want to change it up in the future. Check out the DAC chips in the gear you are considering buying; this is not the only thing that is important, but it's a good place to start to make choices. Used stuff is a good way to go.
4) Then preamp, read all the reviews and understand them. It does not have to be expensive but it has to sound right ot you. Also, separates will let you improve your system in the future in stages and at less cost.. Sorry, but you will not get it right the first time out.
5) Then amp and source.
6) After you have a working system you can do room treatment. Just hang rockwool where needed and experiment--very cheap. Then later make it look nice with panels, etc. and kiss the wife.
7) Finally, now you can think about cables; not before. They matter, but not until you have the best system you can afford in place, and you can listen long and hard to it. The choice partly depends on your choice of components.
8) Listen hard and deeply over a long time until you can really hear into the music. At that time you will probably change something in the system. Do not kick yourself. Take your time and enjoy the road to excellence.