Lay the large rear board on the working surface. Position the side boards on the outside edges of the rear board, flush against it. Predrill six evenly spaced holes through each side board and into the rear board. Attach the side boards to the rear board with wood screws.
Set the top board against the top end of the assembled headboard so it is flush with all three boards and even all the way around. Predrill four evenly spaced holes through the top board and into the rear board and two evenly spaced holes through the top board and into each side board. Attach all the pieces with wood screws.
Measure the center point of the top board and make a mark on the underside of the board. Position the center support board parallel to the side boards so its end is flush with this mark and its long, skinny edge is flush with the rear board. Predrill two holes through the top board and into the center support board and attach with wood screws.
Slide the main shelf board into place parallel to the top board and perpendicular to and flush with the center support board. Predrill two holes through the underside of the main shelf board and into the center support board, and attach them together with wood screws.
Set the assembled headboard upright, and use the carpenter's level to determine a level position of the main shelf board. Predrill two holes into each end through the side boards at this position. Attach it to the side boards with wood screws.
Position the front board in place under the main shelf board and flush with the front of the side boards. Predrill holes evenly around the front board and install with wood screws.
Add additional shelves to the headboard by cutting each shelf to the appropriate length and holding it in place. Set the level on the shelf and mark the location on each side with a line. Drill two holes in each marked line with a drill bit the diameter of the pegs, being careful not to break through either the side boards or the center support board. Insert the pegs and set the shelf on top of the pegs.