Critical Process Died on my new build PC

Could you check if in C:\Windows\Minidump dumps are present? If they are, please provide a new zip from the DM Log Collector, you could run this tool from safemode if required.

Does the 'collecting information' screen go to 100% when a BSOD happens?

I have a (may be silly) question. On my old pc I have windows 10 pro build 1703 -15063.850. In december it asks me to update, I said yes but every time I turned on my pc, I heard a strange sound (like fans that go dizzily) and it crashes (I couldn't see the error because it was too fast but it wasn't a critical process died). So I restored a previous version of windows and it was okay. Tonight I forgot my pc turned on and when i came back I realized it was updated to 1709 build. Same story: noise and crash so i restored it again.

Now: is it possible i have a problem on my new pc with windows build used on it (in this case is the 1709-16299 one)? If this question is too idiot forgive me, please!

Possibly, but if it only affects the newest version of Windows 10 it would be most likely (first thoughts) driver issues.

If the collecting process stays at 0% it is very likely a RAM issue, it typically means the data in the RAM can't be accessed with the solution to replace the RAM.

Adata may provide software that could possibly be better than any other of them for their SSDs.
However, there are physical issues no software can detect, in which case replacement is the best course of action.