Building a synthesizer with no prior experience

There is plenty of interesting info at the Music From Outer Space website. Including circuit schematics accompanied by detailed explanations of the designs. As well as a range of advice and links relevant to building synthesizers.

You'd be better off first gaining experience with some simpler audio electronics projects, and building up the skills and equipment that a major project like this would require. Then you'd be in a better position to evaluate how/whether to proceed further.

Another place to start is the TB303 schematics! the machine that started it all :) http://machines.hyperreal.org/manufacturers/Roland/TB-303/schematics/

Start off by understanding a portion of the circuit and go ahead and design something based on it on small piece of breadboard, and build up from there.

Once you have a few of the elements working, try designing your own pcb with ground planes (this will improve the noise levels) or check out some kits as Rob has already linked to.

I'd also recommend they synth DIY pages at http://www.yusynth.net. That's a great resource I've used for my synth projects.

EDIT: Sound Synthesis: Analog and Digital Techniques by Terence Thomas. Awesome book. First chapter starts with how to build a variable output power supply, then moves into a "test box" which is basically a speaker, a couple pots and a breadboard so you can test before soldering.

Copious schematics and foil diagrams throughout, and an excellent explanation of why certain components are placed where they are to achieve particular results. HIGHLY recommended!