I would say before you start serious modding get the car running right and sort any known common issues.
My list would be;
Forge 007p (the OEM diverter valves split at the diaphragm) - £80 DIY fitment
Catch can/PCV pipework as you are bound to end up with a boost leak - £100ish for all the parts
Temp sender (they break almost as a routine thing) - £20 IIRC from the dealers
Coilpacks - dependant upon engine code, AUM engine codes are the worst ones for breaking - £20 each IIRC
MAF - very common fault - £80 from the dealers
Then a good service of;
Air filter (uprate to PiperX panel filter or CAI) - £30-£60 depending what you go for
Spark plugs - get something recommended like Bosch super 4's etc - £20ish for a set of 4
Oil & filter - parts from dealers, make sure you get the correct oil, 5w/40 fully synthetic - £40 tops.
What engine code/year is your golf and we'll have more a of a clue where to aim you

Welcome!