If your objective is gaming, you need to get a good graphics card.
Unfortunately, such cards are unavailable today, at least at prices less than 2x msrp.
I would suggest you shop first for your graphics card and build around that.
Budget twice your cpu budget for the graphics card. Perhaps more in these times of shortages.
Most any cpu in the $200 range will give you a good gaming experience.
Plan on a ssd for windows. Any kind will do; the benefits of m.2 pcie devices are not great compared to normal 2.5" sata ssd. Perhaps a 1tb ssd.
If you run out of room, it is easy to add storage later.
Buy a nice case that visually appeals to you.
A case will be with you for a long time.
My functional criteria would include:
At least two 120/140mm front intakes that are filtered. Preferably with an easily changed washable filter.
160mm headroom for a good air cooler.
I do not like liquid cooling unless you have a space restricted case or are seeking record overclocks.
Do not skimp on the psu quality. Look for a top quality unit with a 7 or 10 year warranty.
Consider a good psu as a long term investment.
Here is just one chart of psu quality; there are others.
Buy tier1/2, no less than 3.
Credit to @Starelementpokeand @Energycore for helping out with this long-awaited refresh of the old PSU tier list by Aniallation (who previously went several months without logging in), leaving the old list in need of help. This is simply an update of the list that was flawed in creation by the P...
linustechtips.com
The wattage you need is mainly determined by the graphics card.
Here is a handy chart:
http://www.realhardtechx.com/index_archivos/Page362.htm
I have no problem overprovisioning a PSU a bit. Say by 20%.
It will allow for a stronger future graphics card upgrade.
It will run cooler, quieter, and more efficiently in the middle third of it's range.
A PSU will only use the wattage demanded of it, regardless of it's max capability.