With a 2500K Sandy Bridge cpu and an Ivy Bridge motherboard, you will miss out on some Ivy Bridge features such as gen3 pci-e bandwidth and somewhat limited memory overclocking.
From MSI Global Mainboard - Z77A-GD65:
• Support four DDR3 DIMMs 1066/1333/1600/1866*/2000*/2133*/2200*/2400*/2600*/2667*/2800*(OC) DRAM (32GB Max)
- Supports Dual-Channel mode
* To support DDR3 2200*/2400*/2600*/2667*/2800*(OC) ,you must install an Intel 22nm CPU
3 x PCIe 3.0 x16 slots <--- these will operate with PCIe 2.0 bandwidth with a Sandy Bridge cpu
TweakTown reviewed your motherboard with a 2600K cpu: MSI Z77A-GD65 (Intel Z77) Motherboard Review :: TweakTown USA Edition
Correction: The TweakTown z77A-GD65 review that I linked to used an Ivy Bridge cpu.
One of the other motherboards in the benchmarks comparison used a 2600K cpu.
HardOCP gave your motherboard their Editors Choice Gold Award: HARDOCP - Introduction - MSI Z77A-GD65 LGA1155 Motherboard Review
Search the web for an MSI Z77 overclocking guide or for forums dedicated to your motherboard.
Keep in mind that the information will deal mostly with Ivy Bridge processors, such as **Official** MSI Z77A Owners/Discussion/Information/Support Thread and Club (GD65, GD55, G45, ...overclock.net).
An excellent information resource is MSI HQ Users-to-Users Forum - Index:
Intel Core-iX boards for non-overclocking information and questions
and in the Technical Assistance area Overclockers & Undervolting & Modding Corner for all overclocking questions and information
You should create your own thread when you have any questions in the MSI forum.
Be sure to read their FAQs, including their recommended bios flashing procedure.
Their are several excellent Gigabyte z77 reviews and threads here and you might learn some things by reading the TT threads.
Keep in mind that there are unique recommendations and issues with each motherboard brand.
I'm impressed with the quality and performance of both of my MSI video cards and I might go with an MSI motherboard if/when I build my Ivy Bridge system later this year.
Keep us updated with your progress along with the good, the bad and the ugly.
Hopefully some TweakTown forum members can provide you with MSI specific advice and/or recommendations.