Brand new to the tdi world all together

So i got my car (2000 golf) in trade for another car and i was told it has no anti shudder no cat and a egr block off will these thing effect reliability and if so what can i do for cheap to make it faster if it does not effect reliability how do i go about making it fun and rowdy its pretty much whooped out as far as interior and body so fun is the goal

Use the search function to look for each of those things you mention and read the various threads and eventually your car will go faster and reliably as well.

like jhax said... search function, this has all been hashed to death.

EGR/anti-shudder delete will not negatively effect reliability, however it will pop a check engine light unless that has been tuned out.

to make it faster, get a stage 1 or 2 tune and enjoy it while you research how to make more power.

Put the ASV back on. It was a bone headed move by the previous owner to remove it. Removing it didn't give him any more power and if you ever have an uncontrolled runaway, the ASV could save your engine.

http://forums.tdiclub.com/showthread.php?t=475599

A "runaway" usually happens if the seal in the turbo fails and allows uncontrolled oil to get consumed by the engine. Actually, the engine would be drinking it's own oil and turning off the key would not make the engine quit with the ASV removed.

The best thing for more power would be a properly written tune. Do not install a supposedly called "cold air intake". They are a complete waste of money, cost almost as much as a tune and don't filter as well as the factory intake.

Don't be discouraged by the "search function police". Sometimes a direct answer to a direct question seems easier to work with because it more exactly fits your situation.

Other than "maintenance maintenance maintenance", I'd also suggest to check out the FAQ section. When I first got into TDIs, I read through it all(twice probably) on this site and that answered a LOT of the questions I had and some I didn't know i would have.
Here's a small list of things that help make it go faster/better:
Tune, upsized nozzles, upsized turbo, better tires and suspension, less weight, larger smic or fmic, larger injection pump, upseized exhaust, head work, stronger internals.
Also, have a look at people's signatures. Often, we have our own mods listed. You'll see common things and some one-off kind of things. Often they're go fast mods.
Check out this thread, too http://forums.tdiclub.com/showthread.php?t=432251