For gaming you want 2x4GB instead of 1x8GB because 2 sticks can run in dual-channel.
Looking at your build list, there are some issues that stand out.
1.) You've got a non-K CPU with a Z-series motherboard. Not a compatibility issue, but the Z-series motherboard is meant to be paired with a K-series CPU, for overclocking the CPU.
2.) You've got the 2133Mhz RAM, get at least DDR4 2400. If you go with the Z-series mobo, you could get even higher speed RAM.
3.) The non-K CPU comes with a stock cooler that keeps it plenty cool enough; only reason to get the cooler you picked is it would be much more quiet. So either way, up to you.
4.) The PSU is okay, but only because it's on sale. It's still a bit overkill on the wattage. CX650M (2017) is a good alternative. Also SeaSonic S12II 520W or 620W are great choices for the price.
5.) Not sure why you need a sound card.
6.) If you can save money by eliminating anything I mentioned, get a GTX 1060 instead.