Please be aware that there's going to be some stuff that's going to be hard for you to swallow & accept. I'm not trying to be mean, but I want you to be aware of some harsh realities.
First up, I'm not a computer expert... so you will likely need to befriend or get assistance from a computer building expert to get the matching components that you may neglect, like a proper motherboard to run everything or the proper size power supply to cover your system's power needs.
Second, you're going to be blowing through A LOT OF MONEY (a couple thousands of dollars) for the best components of the time... which typically falls OUT of "the best" within a year. You might want to consider "Mainstream" here to save money & headaches.
Third, building your own PC doesn't necessarily save you money like it did in the past. Many factory built & even boutique built (build by a 3rd party) provides unified warranties with a price difference around $200. However, sales & promotions can drop that drop or even negate that margin. So go ahead & do some research.
With that said, you'll have to make 2 "personal choice" decisions here: Your CPU & Graphics Card brands...
* For CPU's, you'll have to choose AMD OR Intel...
* For Graphics Cards, you'll have to choose AMD (Radeon) OR Nvidia...
Each of option has their advantages & disadvantages (power, price, flexibility, ect.), but this will also dictate future upgrade paths. Here's the gist on these options.
For CPU's (at time of post)
> If you choose to go with AMD, the best option would be Ryzen 2990WX (around $1500 for the chip itself)
> If you choose to go with Intel, the best option would be Intel Core i9-9980XE (around $2000 for the chip itself)
For Graphics Cards...
> If you choose to go with Nvidia, the best option would be the GeForce RTX 2080 Ti (around $1200)
> If you choose to go with AMD (Radeon), the best option would be AMD Radeon VII (around $800)
From there, you'll want around 32 GB's of RAM, a reasonable sized SSD (1 TB or larger), at least 1 Gbps eithernet, WiFi v6 (802.11ax) with a complement of hardware (keyboard, mouse, monitor, speakers, ect.).
Since you're looking at prices around $3000 - $5000 for a few components... it's not financially feasible.
For a good gaming system, without the top-of-the-line components... you would want to consider...
> Intel Core i7-9700K OR AMD Ryzen 5-3600 for a Processor
> Nvidia GTX 1560 OR AMD Radeon RX 580 for a Graphics Card
> 16 GB's of RAM
> 1 TB (or larger) SSD OR 2 TB (or larger) 7200 RPM HDD
You'll need a compatible motherboard for this, but this would be way more affordable for you to play virtually all games (at the time) at default settings or better.
Hope this helps!