Learning curve.
The initial fear of removing something critical to your engine may seem daunting. Once you start to tear apart your car you'll find it really isn't that bad. Learning will be time consuming and I'd advise against anything in-depth if your first learning. Nothings worst than doing a big job and trying to have it done by Monday. The biggest question I think you need to ask yourself is: What do I want this car to do? Is it going to be a drag racing car? Road racing (not many do, but it';s fun), or do you want more speed with simple bolt-ons while maintaining drivability. Do you want visual appeal? I agree with Sean saying start with a tune and Cold air intake. These two mods are a easy install to start building your confidence in yourself. And like Sean stated, go through the forums and see what works, what problems you may run into, ..etc. Chances are someone already has it and then you can ask them specific questions on the part itself.
If you're wanting to do your own mods, I suggest( if you already don't) do your own tune ups. you'll learn a lot about your car (rotors, brakes, Oil,etc.) If you ever get stuck on an install just post a question, someone will answer.
