(I apologize for US dollar prices below as I'm not familiar with UK PC choices.)
Glad you could return it, that makes it simpler. That budget is $500 USD-600 at today's conversion rates? That is pretty low so make sure what you buy/build is expandable in the future.
Do you have a suitable monitor already? You can save $100 USD-150 by putting off until later buying a 24" 1080P monitor.
For CPU on a budget I'd say an Intel Core i3 and stock cooler ($110-$150) then in the future when gaming performance becomes CPU bound, replace CPU with Core i5 or i7 ($165 up to $350 USD). Again with stock cooler unless you want to overclock, in which case get the K series versions of those processors (same price range but fewer choices) and a closed loop liquid cooler for the CPU ($60-120 depends on fan placement locations in case).
You can go with AMD CPU but the performance options to expand up don't go as high, and they use more power/generate more heat. AMD versus Intel drives your choice of motherboard and possibly constrains you to 1 Nvidia graphics card so make this choice early.
This Tom's Hardware article is good guide for choosing CPU: Tom's Hardware Best CPUs for the Money Dec 3 2015: link
For the graphics card, you have 3 choices at the low end if you stay with Nvidia's Maxwell architecture for best power/heat management:
1) onboard processor graphics with plan to add discreet graphics card later such as GTX 960 or GTX 970 ($0 now, $200 USD or $350 USD later). Of course you already rejected this plan, but worth mentioning.
2) GTX $750 USD TI with plan to replace later with better card such as GTX 960 or GTX 970 (~ $140 USD now, which is replaced by $200 USD or $350 USD later).
3) Motherboard that supports Nvida SLI (dual video cards) with single GTX 950 or GTX 960 now, adding a second card later (~ $30 USD more for motherboard now plus $150 USD or $200 USD, and same $150 USD or $200 USD later to improve performance).
All of the video cards above can run games at 1080p as well as higher resolutions, and support multiple monitors (and exceed recommended specs for Arma III and Elder Scrolls V: Skyrim). The more you spend, the better frame rates at high graphics quality for more demanding games and/or at higher resolutions.
You'd want to be sure your power supply has additional wattage headroom to handle your largest planned graphics card expansion 750 TI = 60 watts, 950 = 90 watts, 960 = 120 watts, 970 = 145 watts each). And also your largest planned CPU replacement (check Intel site but I believe 90-200 watts). I imagine this works out ~650 watts.
Get minimum RAM (e.g. 4 or 8 GB) but look for a motherboard that can take another pair of DIMMs so you don't have to throw away RAM to upgrade.
And get minimum hard drive (e.g. 1 TB for ~ $60 USD) and forego either SSD boot drive ($60 to $200 USD) or solid state hybrid drive ($150 to $300 USD) as you can add these later.