New to TDI engines and have some questions.

I bought the car from my dad, It's an 2011 Jetta with the 2.0 TDI automatic trans. I've searched though the forum and see that I already furked up and bought a AFE CAI.
But at the same time searching I'm seeing other things that ya'll are suggesting to help improve overall performance and MPG.
Like the title says, I'm new to THESE cars/motors so what else can I do along with the intake I have coming to get more MPGs?
Would a bolt on cat back exhaust help or be a waste like a CAI? I know a tune will help but what is the "plate" that ya'll are talking about? Not wanting to do anything to crazy like a turbo swap lol.
I'm new to TDI's but not new to forums so I'm going to keep searching but some quick answers would be grateful.

Easiest mod would b chipping it most are plug and play mods not hard to do but if u have the dsg auto u need to look into what it can handle before tuning it up it might need to be reprogrammed if u tune up 2 much CAI is a good start but I would have recommended looking into the rawtek one it's actually designed to be a cold air unlike other cheaper ones I found a thermostat mod on here that's not that hard either here is the link to the forum they have some decent YouTube footage to show how as well not a bad start but with enough work these cars can keep up with a z06 vette just have to have the money and time to put into it they are a lot of fun!

Link to thermostat mod http://forums.tdiclub.com/showthread.php?t=306799&highlight=Thermostat+mod