Haha, a bit anxious aren't we?
I can't say for sure if the psu lights will work without it being powered up properly. You can try it, it won't boot and you'll have a memory error, other than that no harm should be done to anything. If the lights don't come on, then you'll have to wait on your ram to fully power it up.
I'm sure you know to install your cpu cooler before trying to power it up.
If you have other ROG gear, you might want to connect the psu ARGB cable to an ARGB motherboard header and control everything with Armoury Crate.