Monitor your temps while gaming, using
HWINFO64, see if the problem is heat related.
Check all fans are turning and no dirt or dust in the intakes. Use canned air to blow out the inside of the computer.
Fill out System Specs for tenforums.
See here:
System Specs - Fill in at Ten Forums
Fill out as much as you can, look at mine for an example of what can be included. The more information the better.
Replace thermal past between CPU and cooler, same for video is possible.
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Follow this tutorial to stress test your
CPU:
Prime95 - Stress Test Your CPU - Windows 10 Forums
OCCT: OCBASE / OCCT
For both the above, read the instructions carefully and watch your system when testing.
If it starts spitting out problems and you can't shut it down - simply turn the system off/unplug it from the wall
For Intel CPUs (32 and 64 bit):
Intel® Processor Diagnostic Tool
The purpose of the Intel® Processor Diagnostic Tool is to verify the functionality of an Intel® microprocessor. The diagnostic tool checks for brand identification, verifies the processor operating frequency, tests specific processor features, and performs a stress test on the processor.
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Follow this tutorials to stress test your
GPU:
FurMark - GPU Stress Test - Windows 10 Forums
If you have a AMD APU instead of a discreet GPU, try
UNIGINE 3D Benchmark..
Read the instructions carefully and watch your system when testing.
If it starts spitting out problems and you can't shut it down - simply turn the system off/unplug it from the wall
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Up through DDR3, follow this tutorial:
MemTest86+ - Test RAM - Windows 10 Forums
DDR4, follow this tutorial:
MemTest86 v8.1 Free Memory Testing Tool Review
Both of these are diagnostic tools designed to test Random Access Memory (RAM) for faults. They will verify that:
- RAM will accept and keep random patterns of data sent to it
- There are no errors when different parts of memory try to interact
- There are no conflicts between memory addresses
They run from bootable media to isolate the RAM from the system, no other components are taken into account during the test.

Warning
MemTest86+ and Memtest86 need to run for at least 8 passes to be anywhere near conclusive, anything less will not give a complete analysis of the RAM. The new version of Memtest86 only allows 4 passes for the free version so run it twice, back to back.
If you are asked to run
MemTest86+ or
Memtest86 by a Ten Forums member
make sure you run the full 8 (or 4+4)
passes for conclusive results. If you run less than 8 passes you will be asked to run it again.

Note
Both of these diagnostics has been known to discover errors in RAM in later passes than the eighth pass. This is for information only; if you feel there is a definite problem with the RAM and 8 passes have shown no errors feel free to continue for longer.
Running 8 passes of
MemTest86+ or 4+4 passes of
Memtest86 is a long and drawn out exercise and the more RAM you have the longer it will take. It's recommended to run it overnight, starting just before you go to bed and leave it overnight.
Take a picture when done and post in the forum please.
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Diagnostics Test 
HDD TEST
Run HDTune to
- check the health,
- scan for errors, not quick scan but full scan
- run a benchmark.

Run
CrystalDiskInfo Portable and
CrystalDiskMark Portable to
- Check health of drive
- Check performance of drive

Run
SeaGate SeaTools for Windows (test ALL hard drives - HDD/SSD/USB/etc)
You can also try the various options available with
chkdsk.
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Run Driver Verifier
Driver Verifier-- tracking down a mis-behaving driver.
Following the instructions in the above link will check for problems in all non-Microsoft drivers.
What we're looking for is a verifier generated BSOD with a mini dump that will tell us what driver caused it. If you get a BSOD, rerun the V2 log collector as soon as possible and upload the resulting zip file. Also see if there is a new C:\Windows \MEMORY.DMP file. If there is, copy it to another location then zip it an upload to a file sharing site like OneDrive and post a link to it here.
To check if verifier is active, open a Command Prompt and enter:
verifier /query
If not active it will respond with
No drivers are currently verified.
Follow instructions here to decide which drivers you want to test. 3-5 is a good start. Add 3-5 more every two hours until all are selected or you get a BSOD.
Enable and Disable Driver Verifier in Windows 10
Familiarize yourself with how to get out of Driver verifier from the above link and from the first link.