I just Built a new Pc and IT turns on but error says " Reboot and select proper boot device"

May 10, 2018
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So First of all Parts .
GTX 1070 TI
Corsair Vengeance LPX 16 GB
850 EVO SSD
WD 1B HDD
Z370 A pro Motherboard
I7-8700

SO I boot my computer and Its load the to the bios but immediately Go to a screen that says "Reboot and select proper boot device". Now here is what I tried so far.
I tried
-unplugging and reconnecting the cable - didn't work
-I tried switching the cable with another one, didn't work.
-When i go to the bios, it reads my ssd and HDD there, but not when I boot it up.
-I also tried different ports on the motherboard as well, didn't work.

I don't know what is wrong.