Question Screen goes black and PC starts making mechanical whirring sound when playing games

Jul 8, 2020
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Hi, I recently built my first computer, and ran into my first, and hopefully last major issue.
My PC boots just fine, no issues there, according to task manager everything is fine, and on MSI Afterburner temps are pretty standard. The issues start when I play a game, or more accurately when I load into a game. Once everything is loaded and I'm able to walk around, control my character ETC, the computer will wait a few seconds before displaying a black screen and the components themselves making a high-pitched whirring noise.

The curious thing is the computer doesn't seem to be shutting down, I was in a discord call with a friend when this first happened, the screen went black and it start making noise, but I could still hear him and he could still hear me. I've tried some of the standard troubleshooting stuff, reinstalling drivers, disabling the paging file, but I had no success.

My Specs are:
GPU: RTX 2060 KO ULTRA GAMING
CPU: Ryzen 5 3600
Motherboard: B450 Aorus M
16 gigs of RAM

I built the PC a few weeks ago, but these issues only started today.
Please, if you have any advice, any at all, let me know.