I agree with what everyone said. Basics first. Protection and means to fix damage (parts and tools). Some basic recovery gear and a buddy or 2 to wheel with. With this, you'll be able to get out there and hopefully get back safely. The rest is things to push your truck and yourself harder without as big of a risk of breaking. Biggest of all is common sense. You gotta go forth with some reasoning skills. You're not gonna tackle the same stuff as a fully built rig so understand that. It's not a bad thing. You gotta understand what your truck will and won't do. Pushing it outside it's limits is usually what breaks stuff. Get the basics to get out and back safely. Then start prioritizing what your goals and expectations are. Tires will help you a lot more than light bars will. A 4:1 t-case will benefit you more than a set of fancy rims. Everyone has a different list and different priorities. Read through some build threads and see what's out there. My personal list would be...
A good thorough tuneup
Protection
Tools/spares/gear
Tires
"Beef up" items (steering rack bracket)
You gotta have a good platform to start with so make sure your truck is in good working order. No leaks, good brakes, good shocks, etc.
After you get the basics done, you can start going nuts. Racks, lights, lifts, bumpers and anything you feel like deserves your hard earned $$$....