Question PC Restarts/No Display

[Frostbolt1]

So im building a PC for my sibling and am going mad over this.
So basically when i try to start the PC the EZ Debug CPU LED flashes then the DRAM LED lights up for like 2 seconds. After that the CPU LED flashes again and the PC restarts. This always happens a second time. Then the PC starts again, CPU LED flashes, DRAM LED lights up for 2 seconds and then the PC keeps running without any EZ Debug LED lit, although i cant get any display to recieve a signal.
I've tried moving/switching the RAM, with and without GPU. I removed everything exept CPU, CPU cooler, PSU, RAM and the Motherboard and still get the same problem.
I have taken this thing apart and rebuilt it atleast fifteen times in the last few days and always have the same problem.

Why does it restart?
Do the Ez Debug LED always light up on start or only if there is a problem?
And mainly: WHAT THE FUCK IS GOING ON?
Any help is greatly appreciated.

Specs:
CPU: i7 6700
PSU: CX 550M
Motherboard: MSI Z390A Pro
Ram: HyperX Fury(8GB) DDR4

 

[Diddly]

have you checked the manual for the motherboard?

 

[Frostbolt1]

Thanks for the fast reply
I built the PC with the manual for the motherboard, and tried finding a solution in it, but sadly couldn't even find the answer to one of my questions.