Ask ten Fiesta ST owners what their first mod should be and you'll get 15 answers.
Given that all Fiesta STs are used cars now, I'd do wheels and/or tires, stat. I guarantee whatever the car came with is old, junk, or all-seasons (the last on my '16). Nothing else will make a bigger difference as your first mod. After that, do whatever you feel the car needs next. Could an AP tune, RMM, intercooler, exhaust, intake... there are no wrong answers among these options.