It's hard for us to say what the issue might be without going into to much questioning and too many asusmptions. The first part of troubleshooting is to parse your system's specs. Please list them like so:
CPU:
Motherboard:
Ram:
SSD/HDD:
GPU:
PSU:
Chassis:
OS:
Monitor:
Seeing how this might be your first time building a system, might want to check this thread out and perhaps you might've missed a step in the build process(?).