First of all, welcome to IGOTA!
Second, you're lucky to have an STi at 17, I had mine at 18!
Third, if it didn't come with a COBB AccessPort, you're still running on a stock tune, therefore meaning no tune was done with the intake. I recommend you buy an AccessPort and a stock intake if it didn't come with one as soon as possible. With catback exhausts, you do not need a tune. Tunes come in play once you start messing with turboback exhausts. So, once you have the stock intake on and have purchased an AccessPort ($250-$400 for V2 ones), you will want to flash the car to stage 1. Whenever you get the catback exhaust, all you would have to do is directly bolt it one. Later on in the future, when you want to add a downpipe, you'd be ready to go. All you would have to do is install the downpipe and flash the car to stage 2. After all that is done, you can appreciate stage 2! :tup:
Then as you get older and wiser, you can start messing with more power. Since you have coils, you won't need to do much suspension modding. Stick to the AP, intake, and the exhaust for now. You already bought the car with a few goodies on it to make it last a few years before the mod bug rails you so hard that you have to pour your wallet's heart into your dear car! :lol:
Please post picture of the ride and start a member's journal! I'd love to follow along on your progress!
Any questions you have, search on the forum and if it hasn't been asked, we would love to help you so you can avoid stupid mistakes that we have all done in the past. Just another way to keep your car safe and in good condition! WRX/STi's are our passion here!