BSoD sometimes when loading and closing games, not during

Hello, everyone, I'll try to give as much information as I can in the first post to make this as, hopefully, easy as possible. Like the title says, I get a BSoD occasionally when I try to start playing a game or when I try to close a game. From what I can recall, I have not had an actual BSoD while actively playing a game. Additionally, this only seems to happen with games I have on Steam,...