First off, this is a great place to learn. Also, check out NASIOC.com, it will have a ton of infomation for you to soak up.
You couldn't have gotten your car at a better time, Cobb just lowered their prices on their AP (accesport). With that one part it will retune your cars computer and give you so much power. I just got mine last week and I am only at Stage 1 (just the AP) the car feels so much faster, smoother, it puts you back in your seat. So like everyone else is saying if you got the money I would look into it. That is your best first mod, then I would look into an exhaust. Also, if you get the AP soon, you will be able to go to stage 2 easily. Stage 2 is when you have a Downpipe (DP) and a catback exhaust (CBE), resulting in a Turbo back exhaust (TBE). You need to have your car tuned when you go for a TBE. So you get that out of the way when you get the AP.
Congrats on your recent purchase, have fun learning, and you won't be disappointed with the AP check out cobbtuning.com. You will be pleasantly surprised what this little part can do for your car.