The most meaningful upgrade for gaming would be the GPU. You could get by with everything else if you had to, aside from just some additional game storage, if you don't have that already.
Just about any GPU you could find north of $100 would likely be an upgrade, but if you can spare enough cash, going for something like a $280 RX 5600 XT would give you a lot of bang for your buck. It's technically a 1080p card, but I can easily do 1440p@60+ fps on Ultra with it. That way, if you did later get a better monitor, you wouldn't have to upgrade the GPU again, and it will just last you longer, in general. You could do something like a 1660 super, but I don't think the $20-40 you would save would be worth the perf loss. A 2060 KO is also an option, but trends higher at $300-320. Again, it would honestly be better to throw all your cash here, if you had to and all you care about is gaming.
Next would be the processor. A 3300X would be a nice upgrade and would slot into your current board. It's around $130, I think, but it's relatively new and sometimes hard to find. Alternatively, you could get a 3600, which is $30 more but easily available.
Finally, RAM. 16GB should still be fine, but going up to 3200 or 3600 MHz would be a decent boost. It's just far less important than either the GPU or CPU in your current build.
Edit: All the prices are in USD, obviously, as I don't know what these run in the UK. I included the prices most for comparison's sake between the options I provided. I would assume as long as they're all generally available, the price difference would be roughly the same, even if the total cost is more or less.