There's no issues, but I don't see a motherboard. without one everything else will be useless.
Might I recomend that unless you plan on shelling out for a new CPU in the next few years you go with the I5-3570k, or perhaps the i7-3770k (The only reason I can see for going with the i7-3820 is if you plan on getting a new cpu relatively soon, so need the 2011 socket).
The 3770k performs just as well if not better than the 3820 and has an unlocked multiplier (as all k chips do) so has the ability to overclock. IMHO there is no need for to spend the extra $90 on the i7, as an overclock 3570k is just as good, in fact when gaming you won't be able to tell the difference.
Spend the money you save on a better graphics card or a solid state drive.
If you give me your budget I'd be happy to make suggestions.