This sounds like a frustrating issue to encounter. As @Datcoolguy said - you should first check if your basic setup is correct. Are the fans turning, HDD spinning? Can you hear any beeps when you power up the system? If such are audible they may reveal a error code.
You should also try resetting CMOS (by removing the motherboard battery for a couple of minutes). If that doesn't work - reseat the RAM sticks and/or try booting with only one (if you are running multiple).
If none of this works it may be a GPU or motherboard problem. Try with another graphics card and if nothing changes - the culprit is most probably your motherboard.
Best regards and hope this was helpful, Citizen_WD