I am not a huge fan of the "do it because everyone says you should" philosophy of vehicle mods. A vehicle is a tool, nothing more (OK, I guess for some it's also a hobby in and of itself...)
So, the first thing I would think is this: What is it that you want the vehicle to do that it can't do in its stock state?
For me, I'm not a rock crawler, so my first mods were geared towards making my truck livable and usable as a camper: Shell, bed platform, etc. I never got to the point where my stock suspension was inadequate, so there was no need to "upgrade" it.
Now, if you're a rock crawler, suspension might well be your first mod, I only know it wasn't a high priority for me.
Well said. You don't need to build the truck to go have fun. Go have fun now, see what needs to be upgraded as you go. You can buy a whole lot of gas, food, and nights in a campground for the price of some blingin coilovers.