With silly-cone/metallic combinations of components, the rule that I always understood was:
"Infant Mortality: If it's gonna fail, it will fail in the first 72 hours."
So with building a new system, I'd at least run it 72 hours -- before or after Windows install -- at stock settings. Or you could test your memory for a day's time with MEMTEST86+, then install the OS and run at stock settings for a few more days.
But this just addresses hardware failure so that if such occurs, you can get your RMA# and resolve it post-haste.
On the OC angle, you could be pushing your luck unless you research voltage and heat tolerances of the manufacturers for CPU, RAM and motherboard. But if their QC is worth anything, the upper ranges within tolerance or at tolerance should be safe.