I am trying to build a project, where short MP3-files (alarms, signals) are triggered by pressing the button on a remote control.
The signal of a 433 MHz remote would be recieved by a RXB6 wireless receiver module. A DFPlayer Mini would then play the MP3-file and send the signal to 2 RCA jacks.
Could you please take a look if I have done everything correctly, or if anything needs to be changed?
I assume you have not yet built or tested the project?
Tackle it in these initial stages:
Follow the instructions on using the forum.
HI @cablewire !
The specification of your 5V power supply is unclear and it may probably lead to problems ... Did you consider the information given here?
https://docs.arduino.cc/learn/electronics/power-pins/
Due to this source DFPlayer consumption the player requires maximum 200 mA when playing sound. That would be less than the 500 mA that is the recommended maximum for external devices driven by the 5V pin of the Arduino UNO (to avoid overheating the onboard voltage regulator).
So you could connect the UNO to a power supply with 7VDC to 12VDC (1 Amp) and use the regulated 5V output for the other components.
So a power supply, 5 V with 1A would be enough and I could connect it directly to the Arduino barrel jack?
No, the Arduino barel jack needs 7 to 12 VDC ... the reason is that it drives the onboard voltage regulator that requires at least 7VDC to generate the regulated 5VDC. If you connect the appropriate power source to the UNO's barrel jack the onboard regulator will be able to supply enough power to the UNO, the DFPlayer and the RF Receiver.
I guess you haven't read the link I posted regarding the "power-pins", did you? It's worth reading unless you don't mind risking your hardware in worst case ... 
I dont necessarly understand everything, even if I indeed did read it.^^
So a power supply with 7-12V and 1A can be used.
The other things are okay?
I did not see obvious problems except the power supply. There's a hint in the DFRobot Wiki in case of buzzing noise... see Connection Diagram here
https://wiki.dfrobot.com/DFPlayer_Mini_SKU_DFR0299
Did you try the configuration on a breadboard so that everything works together without difficulties?
I use a "phone charger cube" (of the many found in the wild... which are usually 1A) for small projects and cut a USB cable to expose the power leads (even the cables found on every street still work... but verify), and splice (solder, heat-shrink) other cables to the length I need to reach a wall socket for mains power. Audio might get noisy. Also... don't expect boomin-dolby-HiFi-surround-sound... unless you experiment with a good amplifier.
Not yet. I also may need some capacitors before the DFPlayer and the RCAs for a better signal.
You may find some hints depending on the brand you use here
https://www.printed-droid.com/kb/dfplayer-mini-guide/
The most important hint is to insert a 1k resistor in the serial connection of the player
Arduino TX --[1KΩ]-- DFPlayer RX
Arduino RX --------- DFPlayer TX
It constraints the current on the Arduino TX line thus reducing electromagnetic interference (EMI). Looks as if the Serial TX line can affect the players electronics (poor shielding?!?). In addition you could try to physically separate or shield the serial lines to prevent EMI.
I highly recommend to build the system using a breadboard to verify hardware configuration and software. You can easily test whether capacitors might improve the use or not.
Also make sure not to exceed the max. current when supplying the player from the Arduino, see also here https://wolles-elektronikkiste.de/en/arduino-controlled-dfplayer-mini
That's something you could verify with a breadboard configuration…