Which country specifically?
400EUR is definitely on the low side.
The best you could do would be an i3 + GTX 950 for the budget, but you'd be making some sacrifices along the way (PSU quality, storage, dual channel RAM etc).
Assuming you have an HDD or SSD currently, you could repurpose that and put together something like this:
PCPartPicker part list /
Price breakdown by merchant
CPU: Intel Core i3-6100 3.7GHz Dual-Core Processor (€119.84 @ Mindfactory)
Motherboard: ASRock H110M-HDS Micro ATX LGA1151 Motherboard (€52.97 @ Amazon Deutschland)
Memory: Kingston ValueRAM 8GB (1 x 8GB) DDR4-2133 Memory (€34.14 @ Amazon Deutschland)
Video Card: Gigabyte GeForce GTX 950 2GB OC Edition Video Card (€152.73 @ Mindfactory)
Case: Zalman ZM-T3 MicroATX Mini Tower Case (€25.00 @ Amazon Deutschland)
Power Supply: XFX XT 400W 80+ Bronze Certified ATX Power Supply (€42.59 @ Amazon Deutschland)
Total: €427.27
Prices include shipping, taxes, and discounts when available
Generated by PCPartPicker 2016-08-15 17:50 CEST+0200
That gives you Skylake. Or you can save a few bucks with a Haswell build, sacrificing any worthwhile upgradeability:
PCPartPicker part list /
Price breakdown by merchant
CPU: Intel Core i3-4170 3.7GHz Dual-Core Processor (€118.90 @ Mindfactory)
Motherboard: MSI H81M-P33 Micro ATX LGA1150 Motherboard (€43.26 @ Amazon Deutschland)
Memory: Silicon Power 8GB (1 x 8GB) DDR3-1333 Memory (€33.66 @ Amazon Deutschland)
Video Card: Gigabyte GeForce GTX 950 2GB OC Edition Video Card (€152.73 @ Mindfactory)
Case: Zalman ZM-T3 MicroATX Mini Tower Case (€25.00 @ Amazon Deutschland)
Power Supply: XFX XT 400W 80+ Bronze Certified ATX Power Supply (€42.59 @ Amazon Deutschland)
Total: €416.14
Prices include shipping, taxes, and discounts when available
Generated by PCPartPicker 2016-08-15 17:52 CEST+0200
If you wanted something basic, that you can upgrade in future.... a dual-core Pentium and either a 750TI or 950 would work, but you;d be limited in games. Newer titles won't even run on a dual core.
PCPartPicker part list /
Price breakdown by merchant
CPU: Intel Pentium G4400 3.3GHz Dual-Core Processor (€60.89 @ Amazon Deutschland)
Motherboard: ASRock H110M-HDS Micro ATX LGA1151 Motherboard (€52.97 @ Amazon Deutschland)
Memory: Kingston ValueRAM 8GB (1 x 8GB) DDR4-2133 Memory (€34.14 @ Amazon Deutschland)
Storage: Toshiba 1TB 3.5" 7200RPM Internal Hard Drive (€48.50 @ Amazon Deutschland)
Video Card: Zotac GeForce GTX 750 Ti 2GB Video Card (€117.16 @ Mindfactory)
Case: Zalman ZM-T3 MicroATX Mini Tower Case (€25.00 @ Amazon Deutschland)
Power Supply: XFX XT 400W 80+ Bronze Certified ATX Power Supply (€42.59 @ Amazon Deutschland)
Total: €381.25
Prices include shipping, taxes, and discounts when available
Generated by PCPartPicker 2016-08-15 17:54 CEST+0200
At 400EUR, I actually think you'd be better off with a prebuilt, off-the-shelf setup.