What would yu upgrade 1st....any links
Hard to say without knowing how much riding you intend to do, and also your budget.
If you just plan to make short(ish) leisure rides and test the water so to speak, if the bike is mechanically sound I'd leave it alone until something needs replacing/upgrading.
However, is you plan to regualrly rides longer distances, (join a club perhaps), then the brake calipers would be a logical starting point, but again, if the bike rides well, I'd save my money until things needed attention.
In the meantime you can join the ranks and enjoy spending your evening perusing websites like
Wiggle,
CRC,
Evans, Wheelbase etc, etc, etc. The trouble is though, if you do this, you will probably end up upgrading sooner than you need!