Listen to them, they know what they are talking about. Spend some time searching and reading this site, lots of good info here. With the right upgrades and the gauges to tell you what is going on you can have that car turning tires into smoke in no time with simple bolt ons.
What are the goals for the car? Fun daily driver? Auto-x? Drag race? A bit of everything?
FWIW I started with a boost gauge and MBC and set it to 10 psi and the air box mod. These were basic improvements over stock. After that I swapped the turbo to a 15g, huge difference after that. I'm now sitting on some TLAO chips and bigger injectors waiting to be installed but the car will need bigger, better exhaust before I can really take advantage of those so I have not been in a hurry to put them in.
Your first improvements (as budget allows) should be gauges, MBC, air box mod, exhaust, 15g.