I don't think you realize how much of a loaded question you're asking. It's definitely beyond the scope of one thread. I suggest you stick around the site for a while. Browse the different forums (engine tech, exterior, etc...) and get ideas from existing threads. Once you start to see more, you'll get more specific questions. We can help you with specific questions much better than the question you're asking.
The only thing I can offer you is the thing that most people start with. Intake, Header, and Exhaust. Those are some very basic upgrades that you can do yourself (even if you have no prior knowledge) and will give you small amount of hp. Another popular first move is lowering the vehicle. This improves the look and handling of the car. So - please browse the site, read the threads that already exist, and then come up with more specific questions that we can help you with. Aside from that -
Welcome to ClubCivic!