Hello I just bought a 02 tt she is mechanically sound just want to know what’s the next step to go fast

This is like a question from the old days!

First maintenance. Make sure everything is right.
Second, chip. APR, Revo, Unitronic, MTM etc.
Third, Suspension. Rear sway bar, springs, shocks, bushings, control arms.
Fourth, Brakes, Stoptech, Brembo etc.
optional, exhaust, downpipe, front mounted intercooler.
remember good tires are a necessity.

Or you could just keep it stock. There is value in that too.
My roadster is pure stock.