New custom PC just shut down.

I think I have a CPU problem and don't know how to fix it. So about 2 weeks ago my friend helped me build my first computer. Everything worked really well and I was loving it. I haven't touched my ps4 since. Today I was playing The Division for about 30min 40min max, which isn't much considering sometimes I'll play for two hours without a problem. Anyways I was playing and my pc just shut down without warning the temps were normal, according to after burner 80 degrees C. Now when I press the power button on my computer everything turns on inside of the case but my monitor says no signal and keyboard and mouse don't light up. I'm kinda annoyed and nervous since we just built it not too long ago. Thanks for the help everyone!
My build:
MOBO: ASRock 970M Pro 3
CPU: AMD FX 8350
CPU Cooler: Cryorig H7
RAM: HyperX white 8gb
Storage: Sandisk ssd and 1tb seagate hdd
1 led strip

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Clarification Request
Did you try the old make it smaller step?

To get the bios screen you don't need the drives or more than one stick of ram. Remove what parts that are needed to narrow down what it could be.

Why do you suspect the CPU? Was there something not shared in your post?

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Just a guess

The only reason why I said it might be the CPU was because everything else seemed to be working but to be honest I don't really know.

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That's why we make it smaller.

To get a BIOS display we don't need as many parts.

And to get beeps we only need about 4 parts. If we reduce the parts to this small then we are looking at the possible bad part or parts.

Be sure to not have it in a case for the beep tests as we must not have that as some folk find a short to the case that way.

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