Basic principle is air in, combustion, air out.
Air enters the engine primarily through the air filter. On standard cars the airfilter is a rectangular panel. An induction kit aka inlet, cold air intake etc, increases the surface area of the filter by utilising a cone shape filter. More surface area equals less restriction on the amount of air the engine can suck in.
Exhaust gasses escape through the downpipe, and on a standard car through a small cat, then the main cat, then the rest of the exhaust system up to the twin pipes under the rear bumper. The main restriction on these cars is the downpipe and cats. You can gut the smaller pre cat. Or replace the downpipe with a performance one. And the main cat can be swapped for a performance one. A typical 'cat back' exhaust won't gain you that much power in comparison to downpipe/cat mods.
Spark plugs.. unless yours are faulty stick with oem.
Intercooler.. the oem cooler is fine for 'stage 1' levels of power.
Brakes.. always worth upgrading, even on a standard car. The stock 312s don't take much abuse. Next step up is the 345mm R32/S3 setup. Then there's TTRS etc, and expensive big brake kits.
I'd strongly suggest you avoid any performance mods for now apart from just a stage 1 map. You don't need any of that lot for a stage 1 map to work. You may end up throwing loads of money in the wrong direction.
What you should ensure before a remap though is the following:
Fully working diverter valve. They often split and you won't get full boost if so. Get a revision G vw part.
Cam follower.
PCV.
Again, replace with genuine vw parts.
Fresh oil and service.
Run the car on a high octane fuel. V Power is good.
