I just built my first PC and all the debug lights go off as they should except the BOOT light, I use an MSI B350 Gaming Plus motherboard, Ryzen 7 1700X CPU, 500W PSU, 128GB SSD SATA III, no OS yet because I can't install one, RX580 8GB GPU, 16GB (2x8GB) DDR4 Corsair Vengeance RAM
My HDMI is connected to the GPU and the monitor. Windows 10 is on USB.
copied from my post on the troubleshooting forum because motherboard seems more like a good place to ask