I built my first PC a few days ago. I have been using it, and today I was playing a game on it. I closed the game and put it in sleep mode when I came back it was off. I can't get it to turn on( nothing at all happens when I hit the power button ) and I checked the connections I does not look like there are any Loose Or unplugged wires. Please help I just paid 800 dollars for all the parts and I'm freaking out. Could it be a Defective power supply? If so is there a way to see if it's getting power? What else could cause this to happen?

Did you make sure to shut it down and reboot? In my experience sleep mode is not reliable and often the PCs need to be shut down to rebbot from sleep mode.

I can't turn it on at all at this point when I press the power button nothing at all happens. No lights, fans, nothing.

Have you tried pressing and holding down the power button ? That usually turns it "off". Are there any leds that are lit on your MB ?

Did you unplug your machine from AC ?

You can also try turning the power supply off at the back of the machine with the rocker switch. Sometimes this will reset the power supply. Leave it off for 30 sec. and then switch it back. Many motherboards have an led power light on the board itself that stays on all the time, you can look there. Typically the power supply is always supplying at least the minimum amount of power to the board all the time. This keeps the button battery charged and allows wake from sleep with keyboard or mouse. I actually had a Logitech mouse once that glowed bright blue even when the PC was shut down. That proves there was power in a complete shut down but I hated it making the room glow blue all night. Do you by chance remember what you set your sleep mode to in the bios? Usually S2 S3 or S5, I found S3 to be more reliable in the past (I was using XP at the time though).

A few other things to check:
Plug a lamp or radio into the outlet your using for the PC to check if maybe a breaker flipped and there is no power at the wall. Since this is a recent build, check to make sure you didn't put a standoff and screw in the case where one shouldn't go. Not all motherboard holes are meant to be used as mounts. Only the holes that have solder around them are meant to be grounds. If you put a mount where it shouldn't be it can cause a short. To test a power supply you can switch it off, remove the 24 pin plug from the board and using a paper clip short out any black wire to the green wire and the supply will start with out a button press. If the fan starts when you flip the switch back to on you know its OK. Check your case front connectors (HDD led power reset speaker etc.) with this in mind. Anything that is a switch (power reset) can go either way + or - since they are just breaks in a line. But other things like the leds speaker etc. need to be correct + to + and - to -. Make sure your using the correct plugs from the power supply. Sometimes its possible to connect an 8 or 6 pin motherboard power cable to the graphics card and the other for graphics to the board. They are usually keyed so it won't go but it did happen to me once where I connected the mobo 6 pin to the graphics card with a little force and I had all kinds of problems until I found it. They're not always labeled very good. When in doubt take it apart and rebuild. I wish I had a dollar for every time I had to do that when I started building myself.