If you already have 8600k there's little reason to upgrade. 9600k's turbo is slightly faster, 200MHz all cores & 300MHz single core. If you have an overclockable motherboard you could easily fill the gap.
9th gen require a bios update on 300 series motherboards upto z370 to run.
Reread question. Building from scratch, go 9600k as said. You'll need a z390 board.