Can be any number of reasons, there is no 'one answer' to such a generic question;
Some of the 'Basics'
Did you install all Windows Updates? Including options except BING? Check them and repeat till ALL are installed.
Download and run Slim Drivers, install all the latest updates but you don't need to reboot until you do the last update
Remove whatever AV your using and go to www.filehippo.com and download AVAST! or AVG and do a full system scan - this repeatedly has resolved alot of people issue relying on MS Essentials.
Download Malwarebytes do a full system scan (AV doesn't pick up alot of malware) - this resolved almost ALL other similiar posts to date as most had Malware the AV didn't pick up.
Repeat the AV/Malware scans till the system comes up clean.
Download and run SPECCY, copy and paste the first tab to show your idle temps
Download and run MSI Afterburner, run some of the games that crash, what temps are you getting when underload?
Open Computer, Can Air dust out the bunnies and use paint brush on the vents, coolers, fans, etc. Stuff can still build up on 'new PCs', as in yeah you got it for Xmas, but never checked it since then and huge wads of dust are clogging it up.
Let us know each result please