If it is your first car, this suggests that you have not had a licence long. Every modification needs to be advised to your insurer, and they will reassess your premium each time. Even alloy wheels can increase your premium, as any modification gives them more criteria to assess your risk. Young people who add stuff, historically present more claims. A large bore rear exhaust can be very expensive. If you don't advise your insurer, in the event of a claim, you may find yourself uninsured.
At least for your first year, my advice is keep it standard. A standard car does not attract the local constabulary like shiny wheels and a loud exhaust might. Be invisible and gain experience.