What's with overclocking a cpu?

Overclocking a cpu is a boon for all the pc gamers. For some, who doesn't know wtf is overclocking, it just simply refers to extending the value of gigahertz/GHz of the CPU processor upto a certain number.
Eg: The AMD Ryzen 5 2400 G processor comes with Vega 11 graphics integrated, so its called an APU which packs 3.2 GHz and can b overclocked upto 3.9 GHz.
For Intel processors, overclocking is supported only if it has the letter 'K' or 'X' in its name. Eg: Intel Core i7-8700K , i9-7960X.
All AMD Ryzen series processors supports overclocking.

Now overclocking of the processor depends on many facts, the most important is cooling. Two main methods of cooling in PC are air cooling and water cooling. When the cpu has to be overclocked for higher performances, it gets real hot. The cooling method can be chosen accordingly.

The intensive watercooling procedure uses a lot of overexpensive parts which will cost you a heck of resources to buy, but keeps the pc really cool even in overextensive works such as playing games with AAA Titles which doesn't use more than 4 cores.

Whereas aircooled pc cannot be overclocked as the temprature rise cannot compensate with the cooling temperatures. So in this case the processor might permanently get damaged.
Another factor is the motherboard. If it doesn't supports overclocking, guess what, you can't overclock your CPU! So if you are buying a overclock compatible CPU core, then make sure you buy a motherboard which can overclock the processor.

Ok, so you got an oververclockable processor and a compatible motherboard, guess what?, it will require more power and for more power you need a good SMPS.
So if you are overclocking a Ryzen 5 2400G, you atleast need a 450-550 wattage power supply. If you are using a high end processor, you can select the SMPS accordingly. It depends upon the type of your build.

Now you have everything and are ready to overclock your processor, but you see that the temperature are still rising continuously. Air flow in the PC Cabinet might be the reason.
Air flow depends upon the number of intake and outflow fans in your cabinet. Usually the anumber of intake fans is more than the number of outflow fans to get a positive air flow. 

Eg: 2 fans for intake and 1 outlet fan will lead to a good positive air flow.