As far as assembling and finishing goes, watch every video Jim has on the SMR, preferably twice, including the long, start to finish build he does at the museum.
Observe the tools he uses for every process you will need to perform, make a list, and acquire them (most available at the box home stores or any decent hardware store). Little tips Jim gives in his videos such as how to file the heads of the buttplate screws are absolutely invaluable to achieving good final results of your project.
Filing and finishing the buttplate and trigger guard will be your biggest challenges.
Do not fail to slot your barrel tenons after drilling. The long, slender barrel and forearm shrink and stretch a lot more than you might think during the finishing process as the wood absorbs finish and even more when the barrel heats from shooting.
Get a very good light to cross-light your work. The router marks in the wood are very light but need to be removed completely or they will "ghost" in the finish and look terrible, be very critical of this when final sanding. Always use a firm backer for your sandpaper or you will get woop-de-doos on the flat surfaces.
Raise the grain with water several times or until it remains smooth after drying.
If you want to fill the walnut pores, you can either sand-in the first coat of oil or go through any of several filling processes you can look up on the internet.
I am not a fan of LMF browning solution. Birchwood Casey plum brown or Mark Lee Express Brown are my preferences. Experiment on the bottom flat of the barrel until you're confident with the process and happy with the results of whatever product you use. Don't brown the face of the frizzen or screw threads.
Taper the end of your pins so they don't blow out the wood. In and out from the left side is standard. Collet-type gunsmithing pin punches are your friend for pins that have been finished to length, leave them long and use pliers to remove them right up until the final assembly as Jim shows in his videos.
You will likely need to polish a radius on the muzzle crown to prevent tearing patches when short-starting them. Coning is even better, but that's a whole other subject.
If you get the least bit stumped on any process, please stop and ask for help or review the videos again. There are a lot of subtleties to finishing one of these that may not be obvious to a beginner.
Good luck and congratulations on buying one of the very finest muzzleloader kits on the planet!