There continue to be great kits produced that aid in learning the fundamentals of radio theory and construction. Two that I really admire are the Elenco radio trainer kits, available in both AM/FM and AM only versions.
They do require some soldering so, if you haven't soldered before, I would recommend a soldering starter kit like the AmeriKit Learn to Solder Kit or similar. The AmeriKit costs around $15 and includes a basic soldering iron.
Possibly the best part of the radio kits are the detailed instruction manuals that step through the theory behind each section as it is constructed. This is more than just a assemble and go kit, the aim is to come away with an understanding of how radio signals are turned into intelligible audio.
Both Elenco kits are available from a variety of retailers, you can source your own or I will include links to Amazon if you prefer.
Elenco AM / FM Radio Kit - $30
Elenco AM Radio Kit - $18
Although this probably sounds like an advertisement for the Elenco kits I'm not affiliated with Elenco, I just happen to like their kits and educational gear.