Usual stuff first. Intake, exhaust, tune. Get it to the track a few times. Later you can get into the heavier stuff like headers and maybe a supercharger. Enjoy it.
Just be sure that the car is in good shape before you start modding it. I would do a tune up, new brakes, shocks/struts and whatever else that wears out on our cars. That way you know the car is reliable and safe. Congrats on the new car!
Cobra engines have very peaky power bands so the very first thing I would do is have 3.73 or 4.10 gears installed. This will get you into the power band quickly & give you a bigger seat of the pants feeling than any bolt-on.