Some things come to mind:
A. Regardless of your age, safety can be a big concern if you are working with mains voltages or voltages/current levels that can do harm.
B. You need to define what you have and what you need (the end result) - in terms of current, voltage, ripple, among other things. If your project is simply to show that you can construct something - and you don't really know what you have (mains voltage, current, etc) or what you need - then let us know that.
C. With A and B above in mind, if your goal is to create a simple power supply - AC to DC - then I would suggest starting with a "wall wart" - the black (usually) cube that plugs directly into the wall outlet. The wall wart would have a relatively low voltage and current capability - and removes a lot of the risk.