If you're going to be playing mainly e-sports titles such as
CS:GO, I don't think there's much point in getting a processor you can overclock. Stock clocks will get you to 144hz no problem at all. Depending on what price you can get that i5-9600k for, you might be better of going with the i5-10400f. It's €50,- cheaper new than the i5-9600k and in terms of performance it's basically a wash between them.
Also, don't buy a GTX 1060 3Gb in late 2020. You'll regret that decision sooner than later. It's going to be fine for CS:GO, Rocket League and the like, but I'm sure you'll want to play something a little more demanding from time to time. It won't be able to cope because the 3Gb of VRAM is a very limiting factor.
I've put together a quick list for something I'd be comfortable with for around 750-800 euros. You could probably build something for cheaper, but I'm personally not a fan of skimping out on quality and proper return policies.
I don't know what country you are based in, but I'm from the Netherlands so this is Netherlands pricing. Note that the power supply isn't taken into account because there's no price available for it on PCPartPicker.
PCPartPicker Part List
CPU: Intel Core i5-10400F 2.9 GHz 6-Core Processor (€157.90 @ Azerty)
CPU Cooler: ARCTIC Freezer i13 X CO CPU Cooler (€29.50 @ Azerty)
Motherboard: ASRock B460M Pro4 Micro ATX LGA1200 Motherboard (€99.95 @ CD-ROM-LAND)
Memory: Kingston HyperX Predator 16 GB (2 x 8 GB) DDR4-3200 CL16 Memory (€75.99 @ Azerty)
Storage: Kingston A2000 500 GB M.2-2280 NVME Solid State Drive (€63.95 @ Megekko)
Video Card: Gigabyte GeForce GTX 1660 SUPER 6 GB OC Video Card (€249.00 @ CD-ROM-LAND)
Case: Phanteks Eclipse P300A Mesh ATX Mid Tower Case (€64.95 @ CD-ROM-LAND)
Power Supply: Corsair CXM (2015) 450 W 80+ Bronze Certified Semi-modular ATX Power Supply
Total: €741.24
Prices include shipping, taxes, and discounts when available
Generated by PCPartPicker 2020-10-30 22:42 CET+0100
I would like to reiterate that overclocking your processor is really only worth doing if you're chasing ultra-high framerates, because pretty much any modern CPU can easily achieve 144hz in most games provided the GPU is powerful enough to render the frames.
If you HAVE to shave off some more money because your budget doesn't stretch this far, you could look into getting a cheaper case, cheaper memory (something like DDR4-2666 at CL16 or CL18), buying a GTX 1650 Super or GTX 1660 instead of the 1660 Super, or maybe buying a GPU used. If you do, see if you can find one that's still under warranty so you don't bone yourself. Or just save up for another month or two so you can spend a little bit more!