Question Stuck in MSI boot menu / Bios menu

Dec 3, 2022
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Cpu: Amd Ryzen 5 5600
Gpu: Asus Geforce RTX 2060 DUAL-RTX2060-O12G-EVO
MBD: MSI B550 GAMING GEN3
Ram: Corsair DDR4 Vengeance LPX 2x8GB 3600
SSD: WD Blue SN570 500GB M.2
PSU: Gigabyte GP-P650B 650W PSU

Just finished building this pc and had some troubles with the cpu not working, but that works now. My issue this time is that everytime I boot the pc it shows the MSI boot menu. The red led light for "Booting device is not detected or failed" on the motherboard goes on. How do I get out of this and be able to use my pc?
 
Cpu: Amd Ryzen 5 5600
Gpu: Asus Geforce RTX 2060 DUAL-RTX2060-O12G-EVO
MBD: MSI B550 GAMING GEN3
Ram: Corsair DDR4 Vengeance LPX 2x8GB 3600
SSD: WD Blue SN570 500GB M.2
PSU: Gigabyte GP-P650B 650W PSU

Just finished building this pc and had some troubles with the cpu not working, but that works now. My issue this time is that everytime I boot the pc it shows the MSI boot menu. The red led light for "Booting device is not detected or failed" on the motherboard goes on. How do I get out of this and be able to use my pc?
Did you install a os yet in order for a boot device to be found it needs to be made