I switched out the mother board, ram and video card based on your recommendations. I also added some thermal paste but I was wondering if I should or if the parts that need it come with some?
honestly I think the part where I have to do the thermal paste makes me the most nervous as I've read you can mess it up kind of easily.
The Hyper 212 Black RGB comes with a very small tube of thermal paste, so you can just use that. Arctic Silver is better, but not strongly so; at the end of the day its the cooler doing the work. The CPU cooler is the only component in your build that needs to mess with paste.
If you really don't want to try out paste, you can buy a Carbonaut pad (38x38 for Ryzen, 32x32 for Intel) which is basically an ultra-thin graphite paper that does the same thing. It's reusable, too. Again, not as good as Arctic Silver and such, but you don't have to mess with paste. I'd say the elite overclockers all still use paste, but the pads are quite popular with youtubers who don't need to be going for a big OC (and for video reasons may want to install/uninstall several times without messing with paste).
So it really comes down to budget:
1. Cooler Master Paste: $free
2. Arctic Paste: $6-7
3. Graphite Pad: $15-18
As long as you're using non-conductive paste you'll be fine, but the pad totally makes sense for a lot of people.
If I was going no holds barred, id look into water cooling but I'm not sure what status is of that stuff.
1. The entry level usually to go AIO for the CPU Cooler. Lots of sizes and fan options. A 240mm set would probably be necessary for the 9700k. AIO are really solid these days but generally cost more and (very minor annoyance) spin up all the way when you startup the PC before quieting down. They also take a substantial amount of space (120, 2x120, or 3x120 for most radiators) but the upside is they can make your build really clean, and if they are in a reasonably sized case you won't hear the pump noise so much. The most popular AIO on the market continues to be the Corsair H100i, which has various RGB options and sizes.
2. The next step is usually buying a hybrid video card. There are some...uneven 3rd party solutions out there, but generally speaking you have to buy a card that has its own AIO already. (EVGA, for example, usually sells them with the "Hybrid" name, as the GPU Core has an AIO but the VRMs have a fan). Usually only the higher end cards have AIO variants, and again, you need a 120 or 120x2 fan spot in your case to handle it.
3. Beyond that is custom loop country - setting up your own radiator, pump, tubes, and liquid - and while Corsair and others are doing what they can to make it more accessible, the bottom line is that it's just going to be significantly expensive and have a learning curve to it. It's like building a PC all by itself.