For gaming, you should definitely invest more towards the gpu than the cpu. Also, at the present time, games tend to favor clocks over cores which is why I selected the 9600k.
& just to note - make sure you put the OS on the ssd and use it as the main drive.
If you mean r3 vs r5 vs threadripper, the names just describes levels of performance/price/the audience the specified cpus are made for. So r3 is like budget, r5 gaming, and threadripper's for different sorts of workstations.
It's similar to intel's naming scheme. In fact, I would argue AMD's is less vague.
& Yes it's normal for the CPU to do that, it has boost clock so that when the cpu needs more power, it can get it.
What you do to install windows on an ssd in a new computer is you put the windows 10 installation media onto the usb then open that on the laptop while using the ssd as the main drive. Then with the installation media you can install w10 on the ssd. You can later configure the hard drive as the storage drive and stuff.
With the parts you currently have, I'd recommend something 1440p or 4k with good color accuracy, ips and 120ish+ hz for the monitor.
Regarding price saving, you could downgrade basically everything if you wanted to, but I don't know what you want & at what resolution + what your budget is.
Ryzen 2 might be a considerable option, you probably dont need the cpu cooler as amd's cpus come with decent ones, 32gb of ram is overkill (at that price point), you could probably get a 500gb ssd, & pretty sure the motherboard has built-in 1mbit/s ethernet.
Yeah, as kschendel said, it comes with a 'good-enough' cooler to begin with. If you want to oc a bit and temps aren't the best then sure invest in a nice cryorig in the future. Since the price is so close to 800, there's no reason to compromise other parts for a cooler in the build i suggested.