This request is too vague. No one will respond.
You should read through this forum - there are a lot of discussions on components and build strategies.
You can watch you tube videos on how to build your own computer.
You can read computer component testing and review websites to learn what contributes to a fast game-playing computer.
Usually, people want to build their own to save money but get a great machine, or to have the computer be more specialized than what they can buy already-made.
No one can provide good info if we don't know what you are specially looking to do, or what your budget is. Or what game you really want to play optimally.
Exploring these things, and building your own, is a great adventure. Good luck!
