If you're just getting started and don't know a lot my best advice to you is be VERY SKEPTIC of anything you read in most forums. The internet has a way of making everyone sound like an expert and I've seen a lot of guys follow bad advice because they thought that it was good advice.
Subscribe to some car magazines, they're like $10 for a year. Yes they are paid to endorse products (so again be skeptic) but they usually do a good job at introducing beginners to basic concepts.
Join a local car club. Often they meet once or twice a month and the veteran members LOVE new guys and showing them the ropes.
That all being said you'll probably want to change your exhaust first, then a cam and a tune, and then the air intake system. Those are the three most common things done to newer cars and will make the biggest difference in sound and power.
You have a very good car to start with and aftermarket support is huge, which is great for parts selection, but it also means there are a LOT of people just aching to tell you what to do when they don't have a clue themselves.
If you want some more ideas and info feel free to PM me.