What CPU Should I Get?2

I’m a first time PC builder and this is my build so far: https://pcpartpicker.com/list/8FBtr7 My confusion is in the CPU, it is 3.6 Ghz, however there is also multiple other Ghz models, what’s the difference? I’ll be heavy gaming on Max settings. Also if anybody has any tips on pc building, tweaks to my list, any ideas on how to make it more cost effective, lemme know! Ghz refers to how many cycles the CPU can perform in one second.