Already answered but yeah, sounds very likely that you have a GPU, and the display cable isn't connected to your GPU.

Does it have more than one video output? If yes, you could try the other one.

Do you have a graphics card? Your BIOS might not be able to use it, try plugging your display cable into the side of your motherboard.

Have you tried updating your BIOS? If your PC allows you to boot from a USB :P

Use a hard-wired keyboard if you aren't already. (ref)

Physically disconnect the HDD, and the PC should dump into BIOS. This would help narrow down wierd hardware behaviors if there are any.