Normally its a short that causes it. Problem is thats rare. In fact I just got one in today that the same area was pretty much fried (it literally caught fire). Looked like it started at the 4 pin for the mobo and went down from there.
As for the reason, its hard to say. As I said, it could have been a short due to a screw not placed in properly. Do you have standoffs in the right places? And no extra ones where they don't need to be?
If you did everything properly, you will probably want to send it back to Gigabyte. But as well you will want to test your CPU, GPU, RAM, etc. Because something like that can easily damage other components.
As for that part under that heatsink, they are normally the thermal regulators. Maybe they got overloaded or shorted out.