Both boards are OK for the CPU you selected; it fits, and the chipset allows overclocking.
You can only use DDR4 memory on both boards, make sure it is NOT DDR3 or older.
Overclocking means increasing CPU frequency for faster operation. i5 6600k can be overclocked ("K" in the name suggests that is is unlocked, and allows overclocking). If you plan to do it, you will need a good CPU cooler. If you don't plan to do it, then you can get both a cheaper CPU (i5 6600 without K) and a cheaper motherboard (with H170 chipset or even H110).
Fan headers are fan connectors on the motherboard, used for connecting case fans. Some people like having multiple fans for maximum airflow and cooling, others don't. It does not really matter if you don't use very power-hungry graphics cards or very small cases with low airflow.
In any case, you cannot go wrong.