If the heat builds up in your case, it can start to affect everything including the graphics card, memory, hard drives, motherboard, and power supply. These are all crucial components to your system. If any of them shutdown due to the heat, you can have serious issues like a computer crash which could potentially mean a loss of unsaved data.
The effect of heat will liekly be felt first by your graphics card. It is very heat sensitive and operates in the same way the CPU does. It has a fan that does its best to manage the internal temperature but if the heat gets to be too overwhelming it will either reset itself to the 2D clocks or shutdown. Before this happens, you may notice artifacts on your screen. These can appear to be flakes or random jagged lines on the video. This is the first sign that something is wrong. This indicates that your video card is outputting calculation errors and is not able to render the correct image.