Now, we were assured by multiple motherboard manufacturers that if you dropped one of these new 9th Gen CPUs into a newly-purchased 300-series motherboard, you'd be able to at least get into the BIOS to update it to the fully compatible version, and you'd be on your way. Regardless of stepping, all 9th Gen Coffee Lake Refresh CPUs were released some time after a number of 300-series chipsets, including H310, B360, and H370, but they are still socket-compatible. Retailers rarely if ever sell CPUs with different steppings under different listings, so it'll be anyone's guess as to which you receive when buying one. Precise details about stepping changes are not usually revealed by Intel, but we have a source claiming that as far as the six-core Core i5-9400 goes, at least, the original U0 stepping refers to a CPU with a native six-core die the second-generation P0 stepping uses a reconfigured eight-core die and the latest R0 stepping continues to use the eight-core die but with an added hardware-level security patch implemented. You can see which BIOS version is compatible with particular CPUs and steppings on compatibility pages, such as the one below, which shows you'll need a BIOS update for full compatibility with R0 CPUs. The new R0 stepping was in the news recently as motherboard manufacturers scrambled to issue statements about compatibility. A stepping is basically a tweak in the production process of a CPU that isn't drastic enough to warrant a product name change but that typically requires a microcode update to ensure full compatibility and stability. Specifically, these CPUs are the likes of the Core i5-9400, part of the second wave of 9th Gen Core processors, and have steppings such as P0, U0, and most recently R0.
I've been building a few budget systems recently, and I've discovered a rather worrying compatibility issue with older Intel 300-series chipset motherboards and its latest 9th Gen CPUs.