Need help solving issue with first time boot up of PC

I recently assembled my first gaming PC. When I was done, I connected the monitor to it and plugged it into the wall. When I turn my PC on, a light comes on by the GPU and the fans start to spin. I can also hear something running but the monitor just goes into sleep mode. What can I do? Do I have to install drivers first or something? Thanks for all your time and help in advance. :)
Here are my parts:
AMD FX-6300 3.5GHz 6-Core Processor
MSI 760GMA-P34(FX) Micro ATX AM3+ Motherboard
Kingston HyperX Fury White 8GB (2 x 4GB) DDR3-1600 Memory
Seagate Barracuda 1TB 3.5" 7200RPM Internal Hard Drive
Asus Radeon R9 380X 4GB Video Card
EVGA 600B 600W 80+ Bronze Certified ATX Power Supply
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    Is assume that you using a HDMI to connect the pc to monitor. This isnt going to work until you install the drivers, out of the box generally only the VGA 800 x 600 connector will work so just connect a VGA cord instead of the HDMI and boot the pc, install the drivers and reboot, reconnect the HDMI and it should work fine.
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