It's my first time building a PC, and I'm sure everything is connected correctly. I was able to power it on and I can see and hear the cpu fan and psu fan running. The power led light is on, but blinking at a steady pace and same goes for the cd/dvd drive light. The CD/DVD drive sounds like it's trying to read a CD, but there is nothing in there. I don't hear any beeps and don't see anything when I connect a monitor. While it's on and the lights are blinking, I can't turn it off by holding the power button. The only way is the turn the power switch on the psu.

Try reseating the ram. Disconnect everything from the motherboard except ram, CPU, PSU, and GPU (unless you have onboard). If it works then power off add a component, test and repeat. Sounds to me like ram or motherboard issues though

Double check to make sure all powersupply connections to the motherboard and other device are the properly plugged into the right place, check to make sure the switch on the back of the powersupply is set to 110v and not 230 volts, check and make sure cpu, ram and any add cards are seated properly

Check the switch on the back of the powersupply first

You can check your power supply.This problem arise mainly RAM or power supply. I think you can check your system all connetion once more .Resetup your system and bulid it properly.

I would first check that the RAM is seated properly and no debris is obstructing the connection, and then ensure that the RAM is compatible with the motherboard. Make sure the motherboard supports ECC or buffered memory if that is what you purchased or likewise if the motherboard requires buffered RAM that you have not purchased unbuffered.

If you list your specs here, we may be able to more accurately pinpoint the issue.