In my case, the first thing I did to my JK Unlimited was a lift.
But, other than just driving, learning about and enjoying your new Jeep to see what it can do, you might look up Jeep catalogues and subscribe to a few. They are generally free and sent to you by the companies like Quadratec, 4wheelparts, etc. Lots of good pictures, parts and explanations. Do have fun out there!
"Take nothing but memories,
leave nothing but 'light tread marks'."