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Checking the CPU fan power is a crucial first troubleshooting step after upgrading the CPU because proper cooling is essential to ensure that the CPU operates correctly. If the fan is not functioning, the CPU may overheat, leading to system instability, unexpected lockups, and restarts. A malfunctioning CPU fan might prevent the CPU from receiving adequate airflow, which can quickly result in thermal throttling or shutdowns to protect the hardware from damage, hence causing the system to lock up or restart. Ensuring that the fan is connected and operating as intended is an effective way to rule out overheating as a cause of the problem.

In contrast, while listening for beeping sounds can provide diagnostic codes indicating issues with hardware components, it might not directly address immediate overheating symptoms. Similarly, replacing the CPU or checking RAM compatibility may be necessary if the issue persists after confirming that the fan is functioning correctly, but they are not the immediate steps to take before verifying the cooling system's operation.