You can make transistors with some...hazardous components, but you may want to start with relays or tubes and resistors (which could, theoretically, just be varying lengths/guages of wire) and build NAND gates. It would be big, hot, noisy, slow, and a huge waste of your time, but there were computers before semiconductors.
Relays are doable from scratch (mining and refining copper; winding coils, etc etc) but it's going to be pretty hard work and you're going to have a very slow computer at the end of it.