Hi Lester (that's what I'll call you I think!)
As said, Welcome to the collective

I definitely aspire to make my own steam engine someday but it feels a long way off.
Exactly the way I viewed things when I got my lathe 4/5ish years back. I'll certainly say I'm no where near a "proper" steam engine. But I have made a mini static one and a treadle/finger engine. Then spent many hours fiddling with various keyrings and gadgets.... Cause I find them fun!
The best bits of advice (health and safety aside) I got when starting out were, in no particular order:
One piece at a time.... Take a possibly daunting plan, split it up and just concentrate on one little part at a time.....
Try to machine it in your mind first, work out how you're going to hold it for each operation....
And
If the cylinder turns out 0.3mm too large then make the piston 0.3mm larger to fit it! It's hard to be bang on every time!
The third one goes for many parts. Not just cylinders and pistons. The main thing is you have the tooling to make the part to fit the other one.
I'm not a machinist by design either... But I do have fun
Don't be shy, post pic's of what you're up to and ask whatever questions you have..... We're always happy to see progress pictures (I've still got some stalled/unfinished from a few years ago

) and Someone will always help you if they can
Power saw.... That'll wake the household too! I used a "me" powered hacksaw for years, takes quite a while to cut through 55mm of hardened steel bar.... Even with the power chopsaw I have. I still use the hacksaw a lot of the time!
Ralph.