New build. Getting "reboot and select proper boot device" prompt.

This is absolutely normal, neither of those devices are bootable. Assuming you’re installing Windows, you’ll need to put the Media Creation Tool on another PC so you can create a bootable USB, which you can, in turn, boot to and install an OS on your SSD. Good luck! PC building is great, I’ve got 11 builds under my belt, so feel free to ask me if you need anything else!