i recently just bought an 03 cummins i went ahead and put an mbrp exhaust on it. im new to this and i figured why not throw and exhaust on it. but what do i do next?

If it were mine I would look into either a FASS or Airdog system. That way no matter what sort of increases you do HP wise you will always have the fuel there to the engine.

Gauges! If you dont have them already they should always be your first step. You can always save a little money and get a tuner like Edge Adrenaline w/ Juice. Then you have a tuner AND gauges. Saves money cause gauges get expensive!