Make sure you've connected your cpu fan to the CPU_FAN header on the board. The CPU fan should run when powered on. Try also disabling CPU fan speed control in the BIOS (at first) to ensure it comes on at full speed. After you get it working you can enable to control for temp.
In connecting your CPU, make sure you did not overtighten the screws, and that they are torqued pretty evenly.
Make sure you recall putting thermal paste on the copper fins. Check also that you don't have any excess thermal paste overrunning that connection (too much on there, squeezing out).
You may need to pull the CPU out and reinstall it again. Check for damage.
You can try with a single RAM stick in the appropriate location, but not with zero RAM sticks.
So.....that's just going down the avenue of checking the CPU integrity, but also you might want to take a look at your power supply and those connections too. Make sure all firm connections and that they're all there. PSU fan spinning ok?
Davemon50