hi mate, heres my suggestion which you should do. since its your first build i recommend doing these to your computer:
1. Check your jumpers on your mother board. (In the motherboard guide book)
2. For boot device go into your bios and put your hard drive to boot first.
3. and for the last part check your heatsinker your heatsinker may need thermal paste or artic silver. Them two is basicly the same thing.