I WANT TO BUILD A SMALL BOOKSHELF THIS WEEK END WHERE DO I START

Start with a plan. Measure the space where it's going to go and make a list of what you need. That'll give you something to work from.

WHAT WOULD SHOULD I BUY IF I WANT IT CHEAP BUT DECENT

You're on a budget. Get the basics first: some decent pliers, a hammer, and a screwdriver set. Don't go for the cheapest, get something with some substance.