Building a freight car can be a rewarding experience. It's a nice feeling to see a car that you've built run around your layout. Athearn is generally the most popular manufacturer of rolling stock kits. Selling for about $5 to $12, they won't break your budget either. And, assembly is easier than you think!
It's best to do any painting you might wish to do before anything is assembled. Kits usually come pre-painted, but many modelers like to paint the bodies of their cars to match the rest of their layouts. If you know you're going to be painting your cars, watch for kits that come unpainted. Such kits are sold as well, often for about $0.50 or more less.
Assembly is straightforward. Generally, parts are added to the frame from the bottom up, including wheelsets. Bodies are added last, with the small details providing the finishing touches. If you're going to be adding any weights, do so before you put the body on.