I live in Ohio and inherited a small lot of land in Florida.
I have never visited the lot though I have seen 4-7 year old satellite photos online. Not much is developed around it but the roads, a man made lake and a few buildings are nearby.

If I want to build on the lot where do I start? Any ballpark figures on building a house? I can't afford to travel back and forth from Ohio to Florida so how can I avoid a building nightmare?

Foil

That's Most Likely What It Would Turn Out To Be. Reason I Say This Is For One If You've Never Done This You Want Know When Someone Is Taken Advantage Of You Or Not. And The First Time You Tell Someone That You Live That Many Hours Away Its Going To Hard To Crack Down On Them When They Get Slack.
Here's My Advise First Then Ill Tell You What You Can Do About Building A House There Anyway.
If It Was My Land Id Sale It. I Know Its In The Family But If You Don't Have Personal Ties To It In Such As You Just Can't Part With It. Then You'll Need To Visit The Zoning Board There And See What The Restrictings Are For Building A Home, Also You'll Need Your Plot Plan, Have A Layout Of Where The House Will Set On The Lot. So They Can Look At The Property Lines. You Can Only Be So Close To Them.
After That They'll Tell You Every Thing Else To Do.
If You Can Find A Honest Contractor To Do The Work You'll Be Fine But Finding One That Will Take Care Of You When You Are Miles Aways And Still Do A Good Job Because It's the Only Way He Knows To Do Them.
Reseach The Contractor Before You Call Him, Good Luck To You

Well I would say first, you make at leat one trip down there.
See where it is, get it surveyed and know where the properly lines are.

Check to be sure there is no toxic dump down the street and so on.

Then you either have designed or buy a set of blue prints of the home you want, and you get bids from contractors as to what it will costs.

Well on cost do you want a large one room vaction home, or a 5 bedroom 7 bath home with a full size pool.

My son is a contractor and often gets around 200,000 for the homes he builds.