Congrats on your new bike and welcome to the forum.
I totally understand mod-fever, done much of that myself. Modding can be worthwhile and fun but be VERY skeptical of ANY claims by sellers of the benefits of their products. Claims of increases in horsepower, torque, ED relief, and other improvements can easily be slanted to put the products in the best light.
The popular air filter and exhaust mods have their good points and many members here have made these changes for one reason or another but the real life improvements are usually subtle.
Personally, the mods that have made the most noticeable "improvement" for my bike have been simple. Better tires and a more comfortable seat.
You'll be getting a ton of opinions thrown at you about "must haves" but really the bone stock bike is awfully good, particularly considering the price.
Have fun.