I am a novice in programming but know a little , i have interest in building my own player so can any one help me in building it or tell me about some link where i can find info on getting started. i know i can do it! in c# please.

What kind of player do you want to make? I'd start by going to sourceforge or freshmeat and looking for something close to what I want so that I can study the code. Looking at existing projects is a great exercise for getting new ideas and making sure you really understand what's involved. :)