Solid Colour Freeze when playing CSGO.

This is my first custom built pc, everything was working fine. Web browsing, watching videos. I jumped onto csgo and played a few warm up 1v1s against my friend. But them when we started playing after a couple rounds the screen just went Solid grey. No sound or feedback. Then I rebooted went back on csgo and after 30 seconds it did it again. A good thing to note is that I only have 1 exhaust fan installed atm. But I thought it would be alright for one game. What do i do?

Specs
Ryzen 5 2600
RX 580 Sapphire pulse(Amazon Warehouse, like new)
Gigabyte B450 DS3H
16gb ram
480 ssd

Does this happen in other games as well?

Your GPU is probably overheating. You need more fans or another way to cool your GPU. Until you can get more fans try taking the side panel off of your case. If heat is not the issue then you might have received a bad refurbished GPU. (You say it's like new from Amazon)