Live in Europe, 4 season climate, with temperatures ranging from -25 to 40 degrees celcius.
Building (Laws, techniques, professionals involved, etc.) vary greately between even two bordering countries in EU/Europe, very often even within a same country (regions), and sometimes even in different municipalities in the same region.
You won't likely get any real practical suggestion that is good for all, except this one:
Go with the flow.
Do not try to be smart, attempt to replicate in your location what you have seen on the internet, new techniques touted to be the "next" thing, stick to what other people are doing and have done.
Anything that is "new" (even if reported to be working just fine elsewhere) won't work on your locale (because technicians and buiders won't be familiar with those techiques or they are not tested years in your specific place) or will cost you much more (and usually building a house costs a lot of money and is usually intended "for life").
Of course, if you have lots of money and like risk, you are welcome to try and experiment.
Is highly opinionated but on-topic.
Houses always cost more than you think, and take longer to build than you have planned for.
Landscaping tends to get forgotten. Landscaping costs are generally about one-third of the house. When it comes to planting stuff, always remember that plants take a long time to grow. Purchase time by buying years-older plants.
Pay attention to drainage. Do not build where it floods.
No matter how well you plan, you will find that you have given too much space to some things, too little to other things. See my first point above. Sometimes that means that a single doorway will be misplaced, and ruining a whole room-usage.
Running costs are probably more important than building costs. Make sure that enough insulation, draft-proofing, and HVAC is provided for when building.
Inspect the site carefully, you may have to mirror-image your plans to make sure that the correct orientation of the house to the Sun, views, and access work out properly. You may even need to completely replan the house.
If you must move dirt, in cut-and fill operations, make sure that the excavator saves the top-soil separately from the sub-soil, instead of burying it under layers of clay. Then you have to regenerate the topsoil over a decade or so, or buy some in to replace what was buried. (Happened to me.)
DO NOT OVER-CAPITALISE. DO NOT OVER-CAPITALISE. DO NOT OVER-CAPITALISE.
In case you missed it, DO NOT OVER-CAPITALISE.
We all want something special to live in for our 'forever home', but don't do silly things like put Western Red Cedar under the eaves, when ordinary pine (or even cement-sheeting) will do just as well. And what happens when that expensive 'forever home' has to be sold eight years later because you can longer afford to service the debts on the over-capitalised house?
Final word: Never let your Ego get in the way of your cash-flow.
True story:
Like the rest of us on 'pill-and-drill hill' I had an over-capitalised large house. I spoke to one of the town's dentists who had an ordinary 3-bedroom house in town, and asked him why he hadn't 'followed the herd' and built a big house too.
His reply was simple: 'A small ordinary house will be sold quickly to practically anybody because it isn't so expensive that you have to wait for the right cashed-up buyer to come along when the time comes for you to sell. A smallish house doesn't mean a large mortgage, and so allows more spendable cash during the year for skiing holidays overseas. A smallish house means less money and time spent on maintenance, and more of those available for personal enjoyment'.
It was a lesson that taught me a lot.