Hero1- the modifications you do to your car is your personal preference, answering a question such as "What should I do first?" Is kinda hard, because we don't know your preferences. With that being said, if you are getting the 370z, just feel free to browse this forum and look at what people have done to their Z's and you can get a good idea of where you want to start and what you like.
(ps: also if you aren't sure about getting the 370z yet, I wouldn't worry about the mods just yet, first get the car then worry about what to do with it. just some advice)