jorge_medion :
I'm still planning. My budget is 1500 to 3000 € (my currency is in Euro). I want to play Empire, Napoleon, Shogun 2 and Rome 2 Total Wars mainly and the most important hardware component for playing Total War games is CPU, even over GPU. I would be happy with 16 GB DDR4 of RAM and Nvidia GTX 1060 but those games require a monster CPU and for this reason I am more concerned about CPU than GPU. Finding a GPU that can run all those games is fairly easy, but CPU is the bottleneck.
No, your not gonna have a CPU bottleneck with a modern CPU. I am not sure where you live, but you should be able to build something under 1500 that will play all of those games.
Intel has had the edge in CPU performance the past 10 years, but AMD released their Ryzen CPUs and have really brought some competition. This is really a golden age for CPUs and that is why I say as long as you get a modern CPU, you will be fine.
If I were you I would look at a AMD 2600. It is a 6 core/12 thread chip and is a very good price. The 2600 will perform within 10% of the high end Intel CPUs. In the US you can get a 2600 for about $160. You could go with the 2700x which is the 8 core/16 thread CPU from AMD, but you wont be using all of those cores and they will just sit idle most of the time. It will only get a few fps better than the 2600.
If you go Intel the 9700k is an 8 core 8 thread CPU that is good for gaming. It runs about $375 and does not come with a cooler. The 9900k is the top mainstream Intel CPU that has 8 cores 16 threads and it will cost about $500. The 9900k and the 9700k are the same CPU, but with the 9700k SMT is disabled.
In the review below you will see the performance summary of the 9900k. At stock settings it averaged about 7% better fps than the 2700x and about 10% better fps than the 2600. Given the price of $500 for the 9900k and the $160 for the 2600 for only 10% better fps, the choice is pretty clear that the 9900k cost about 3 times more than the 2600 and gets 10% better performance.
https://www.techpowerup.com/reviews/Intel/Core_i9_9900K/13.html
Go with the 2600.