If your just starting out with pc gaming, forget overclocking for now and just get yourself a gaming pc and enjoy yourself and get used to pc gaming. The fans you get with your pc will keep your gaming machine cool enough.
Overclocking refers to the fact that a cpu (processor) can be overclocked passed its stated speed. So if you buy a 3.2ghz cpu, you may be able to overclock it to 4.0ghz for instance. This is when you start to get "overheating" or higher temps and the need for liquid cooling can become necessary and also a fun thing to do as it looks pretty cool. Like I said, for now just get your pc, get some games and have some fun, overclocking and water cooling are things to research and look into for the future!