For your board you have the best available CPU.
For memory anything that is DDR3 and non ECC should work. Your manual states support up to 3200mhz, but that will be on memory listed on the QVL (qualified vendors list). There is a small chance that the memory will not run at rated speed. Just be aware that it is a possibility.
As some have already said, when it comes to gaming, the GPU is always your biggest gain. All PCI-e 4.0 cards are backwards compatible with PCI-e 3.0. So basically get what you can afford.
As for storage, the difference between M2 drives and SSDs on your board will be marginal. Don’t spend on M2 drives unless you change the CPU and board. It is kind of pointless.
My personal opinion is don’t look for upgrades so much on that system. The gains you will see from adding a couple of hundred more are vast.
Cheap board b520 £50
AMD 5600x £290
Cooler £20-30
16gb DDR4 3200 £60 (DDR3 memory is actually more expensive than DDR4 in the UK)