Yeah you need a CPU heatsink/fan. I recommend the Cooler Master Hyper EVO 212;
http://www.coolermaster.com/cooling/cpu-air-cooler/hyper-212-evo/
It's cheap and it works very well. I have a i7-5820k overclocked to 4.2Ghz with this cooler..!..Easy to add a second (optional 120mm Fan) to have a nice push/pull config ensuring maximum cooling.
Also, If you are a gamer, and want to be able to play new games that use DirectX-12 -you should go ahead and get Windows 10 -as previous Windows versions will not support it. I love Windows 7 and was reluctant to change -but Windows 10 is actually nice -kept the good stuff from 7 and 8 and got rid of Metro UI (mostly).
The PSU is okay, although you should never skimp on your PSU -as this will lead to later headaches and fits of frustration.
Here's the latest PSU "Tier" list...Tier 1 being of the highest quality components, I would not get anything higher than a Tier 2 (T3 is a mixed bag T4 -5 have cheap sub-standard parts -avoid these)
http://www.tomshardware.com/forum/id-2547993/psu-tier-list.html
Although I must say I've never had a issue with EVGA products and you are probably fine -although keep in mind if you ever want to do SLI/Crossfire you will need at least ~700W. Just a thought.