Just built a my first PC, CPU light is red

Just build my first PC, on the first time turning on the CPU light turned red, both fans for the case are spinning and same with the fan for the CPU. Here's the specs

MPG Z390 motherboard
Radeon rx580 graphics card
Intel i7 8700k CPU, (matching lga 1151 socket)
EVGA 600w PSU
16GB (2X8 RAM)
2TB WD blue HDD
PNY 240gb SSD

This is my first build I am not the most experienced and would appreciate your help
 
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