As MATGSY said, asking on r/buildapc is probably your best bet, but it won't hurt to answer your questions all the same.
1. If you feel confident that you could follow a guide and build a PC yourself, you should do it this way; pre-built computers cost a little more than the total sum of their individual parts because you're paying someone else to put it together for you, so it'll save you a bit of money to build it first-hand. There are plenty of tutorials and online guides around that could talk you through the process and the dos and don'ts.
2. Both of these are good ways to go. Intel is generally considered the king of gaming CPUs, but AMD has crept up on them in the last few months on top of being the go-to for multi-tasking; they also have the benefit of being pretty friendly with upgrading, where Intel usually demand that you buy a new motherboard for their bigger and better CPUs down the road. Due to scalpers and high demand, you might have trouble getting your hands on AMD's latest CPU lineup, the 5000 series, but 3000 series will also serve you well if you go in that direction.
3. AMD is NVIDIA's direct competitor, and their latest GPUs also do raytracing, but they don't really hold a candle to NVIDIA at the moment - largely because AMD's latest GPU isn't fully geared towards it. NVIDIA also has the advantage of better hardware rendering for stuff like streaming or video rendering, if that's of any interest to you. But as with AMD's CPUs, both AMD and NVIDIA's GPUs are in short supply and high demand due to scalping and the current global situation.
The important thing to figure out first is what you want to be doing with the computer you get: will you be making content, do you just want to game casually, do you want to go balls-to-the-walls with other, more demanding games like Cyberpunk and Red Dead Redemption 2? If your main goal is to just play Kingdom Hearts III at the most in a decent quality and framerate, odds are you could build a suitable PC for about as much as a PS5 would cost you. And then you have the added benefit of being able to upgrade your PC parts in the future if you want to be doing more with your system, while preserving much of what you already have.
