First time building. Are these parts good and could I make it cheaper with equal performance.

That hard drive will be quite slow at 5,400 RPM. Being an SSHD doesn't help much as the SSD cache is quite small. A regular 7,200 RPM 3.5" drive plus 120GB SSD would work better. If you like the hybrid drive idea. Get an Z170 or Z270 chipset motherboard. Then use Intel's Smart Response Technology to build a hybrid drive. So it would behave like Apple's Fusion Drive. You install the OS on the hard drive then use Intel's software to add the SSD. The link for setup has not been updated to include the latest chipset.
http://www.intel.com/content/www/us/en/support/boards-and-kits/000005501.html
http://www.intel.com/content/www/us/en/architecture-and-technology/smart-response-technology.html

Do you need Windows 10 Pro? Bitlocker, Group Policy Editor, Connect to Domain Controller. If not use Windows 10 Home. There is no performance advantage.

The EVGA 600W is fairly low quality. Look at the Seasonic S12-II 520w or 620w. They are Tier 2 or look for another Tier 1/2 unit if you can find a better deal. In the US the Seasonic is usually the best deal on PCPartpicker.com.
http://www.tomshardware.com/forum/id-2547993/psu-tier-list.html

If you want to overclock you need a Z170/Z270 chipset for that CPU. I would recommend a Core i7-7700K as it gets better overclock results. But you will need a Z270 chipset. FYI if you have a Microcenter nearby. You can get the i7-7700K for $299 and a $30 discount on a motherboard. The Core i7-6700K is $279.99
http://www.microcenter.com/product/472529/Core_i7-7700K_Kaby_Lake_42_GHz_LGA_1151_Boxed_Processor
http://www.microcenter.com/product/451883/Core_i7-6700K_SkyLake_40_GHz_LGA_1151_Boxed_Processor
http://www.microcenter.com/product/474112/GA-Z270-HD3_LGA_1151_ATX_Intel_Motherboard

GPU: If you are a first-time buyer. You can get a 15% discount on Jet.com ($30 max).
https://jet.com/product/MSI-Computer-Video-Graphic-Cards-GeForce-GTX-1060-6GT/dc2af768782140018286c796a0dccef1

Keyboard/Mouse: I assume you mean the K70. The Corsair Strafe is quite good and a bit cheaper RGB mechanical keyboard. Although the K70 is definitely better. For Mice I am a big Logitech fan. They really hold up well. I’m sure others are good but I’ve been using Logitech for 10-15years without complaint.

Parts list assumes Microcenter and Jet.com discounts. Take a look at cases at Microcenter. The prices aren’t the best. At least you can see what they look like. If you don’t have a Microcenter nearby. Look for combo deals on Newegg for the CPU and Motherboard.
PCPartPicker part list / Price breakdown by merchant

CPU: Intel Core i7-7700K 4.2GHz Quad-Core Processor ($299.99)
CPU Cooler: be quiet! PURE ROCK 51.7 CFM Sleeve Bearing CPU Cooler ($28.98 @ NCIX US)
Motherboard: Gigabyte GA-Z270-HD3 ATX LGA1151 Motherboard ($89.99)
Memory: Patriot Viper Elite 16GB (2 x 8GB) DDR4-2666 Memory ($97.99 @ Amazon)
Storage: Intel 600p Series 128GB M.2-2280 Solid State Drive ($64.69 @ OutletPC)
Storage: Western Digital RE3 1TB 3.5" 7200RPM Internal Hard Drive ($41.99 @ Amazon)
Video Card: MSI GeForce GTX 1060 6GB 6GB GT OCV1 Video Card ($203.69)
Case: Corsair SPEC-03 White ATX Mid Tower Case ($56.99 @ Newegg)
Power Supply: SeaSonic S12II 620W 80+ Bronze Certified ATX Power Supply ($49.90 @ Amazon)
Optical Drive: LG GH24NSC0B DVD/CD Writer ($16.88 @ OutletPC)
Operating System: Microsoft Windows 10 Home OEM 64-bit ($89.98 @ NCIX US)
Keyboard: Corsair STRAFE RGB Wired Gaming Keyboard ($109.99 @ Amazon)
Mouse: Logitech G502 Wired Optical Mouse ($59.99 @ Newegg)
Total: $1211.05
Prices include shipping, taxes, and discounts when available
Generated by PCPartPicker 2017-04-18 12:20 EDT-0400