If you have a PGA CPU, it's possible that it could come out of the socket, stuck to the CPU cooler as you're removing it, but usually this doesn't cause any damage. If this happens, you can remove ...
Also, the CPU in question uses a PGA (Pin Grid Array) design, meaning it has pins on the bottom, whereas the Ryzen 7 9800X3D uses the LGA (Land Grid Array) socket design – the pins are located ...