Welcome! Nice car, that's like no miles at all!
Before you do ANYTHING..... take a real GOOD look at as many pictures, build threads, etc you can find! See what other people have done, see what inspires you. Maybe you'll want to do your own thing. You can also contact your "idols" for specific questions or how to get parts.
With that said, seems a for-sure mod is an air intake. But because you are in california (with all their laws) it's actually illegal to modify under the hood much. I believe you can use a K&N drop-in replacement air filter, and then leave the stock airbox open for better flow and sound.
Exhaust... I wouldn't bother unless you want some extra sound, then go with a muffler only, hopefully that will be quiet enough to not get you pulled over all the time.
But I personally LOVE corners, these cars do great because they are peppy and light weight. They won't beat a Mustang on the drag strip, but it will in the corners. So I like to improve the suspension.... coilovers! But that will run up to $1000, so start saving lol.
I also like music, gotta have my MP3s. So I changed the radio and added a little subwoofer for a better sound (also replaced the stock speakers because they were old and blown).
Get a window tint, however dark is legal there. Looks clean, decreases glare, etc.
But first and foremost, keep it clean! Nothing shows pride in your ride like a clean car. Detail the inside and out so it really shines. Nothing makes you hate your car more than dirt!
Keep up on the maintenence and oil changes, though the 1997s were among the most reliable of the 7th gens, so you should be good there.
That's probably enough for now