Coil building is fun, though as with most vape related things some would probably disagree! Benefits are that you can tweak the coil to your own taste, experiment with different types of coils and set ups and financially a lot more cheaper than stock coils, a roll of wire can be around the same price as a stock coil! I usually change a coil on around a weekly basis, this also has dependencies, what juice you use, how much you vape and what power, what type of coil etc, wicking is usually twice a week for me.
watching videos is the way forward to new builders though, theres a rebuildable section and a couple good vids in the how to section I think, the difficulty is usually dependent on the RDA/RTA you plan to use, of which theres likely to be a video focusing on that!