welcome:hug:
first and foremost, figure out what you're wanting and set some goals.
to do that, stick around and read this forum for a week or two and bump up old threads to ask questions...there's a zillion threads here which all contain info about what you need to know
how much power do you want to achieve, why did you buy the truck and what do you do with it, are you willing to compromise emissions equipment, are you willing and financially ready to build a trans or replace an engine
sound a little daunting?
It can be if you really want a full understanding of what you're asking your very expensive diesel pick up to do...and live thru it...
you did an exhaust, now research getting a lift pump, Efi-live and maybe look into some gauges
good luck