New Sager Problems from XoticPC

Hi guys I just got my Sager and was really looking forward to just using it but the minute I booted it up, it prompted me with:

"Reboot and Select proper Boot device
or Insert Boot Media in selected Boot device and press a key"

I'm not sure what to do...

I selected for windows 10 to already come pre-installed so not sure why I should be inserting any type of boot media.

Also, the package came with some thermo paste? I thought it was already supposed to be applied...I would of just gone...

New Sager Problems from XoticPC