Take off the plastic crap, steps, rear sway bar, etc, and wheel it mostly stock to get a feel for what's involved, for example, Do Green trails at Rausch Creek off road park:
http://rc4x4.org/
which is ~ 150 miles east of you for example (Its about 3 hrs north of me and worth the drive),
or other stock friendly off road park where you can get your baptism of dirt.
MOST first timers have NO CLUE what their rigs are capable of right off the show room floor...and there's a bit of a calibration process to get an idea of what is, and isn't possible. MOST are SHOCKED at what they CAN do.
You will for example, typically, FEEL like you are about to flip over, when merely leaning a little, etc, and, the seat of your pants will need to adjust to the forces of gravity relative to WTF is going on, etc...preferably BEFORE you also lift it higher, etc.
Go with experienced wheelers (People from around here go regularly), and there are annual events such as ECXC there (Summer) just for Xterras, and so forth.
After you wheel it essentially stock, you'll have the perspective needed to make informed decisions on what your next step, logically, for YOU, would be.
For example, if everyone you wheel with wheels in terrain that your X can do as is, and you build yours up, you'd be bored trundling along with your buddies. If the trails you do are challenging enough to be fun, but not wreck your ride to work on Monday....that's a good place to be.
If you want to up the ante on HOW challenging, then armor is part of what gets you to work on Monday. Tires and suspension, lockers, etc, just change what constitutes "challenging". (The more capable your rig gets, the harder it is to BE challenged. Depending on your area's terrain, and, where you (YOU) find you simply enjoy more, you will then modify your rig to be able to do what you want it to be able to do, that it can't yet)
You may hate rocks and love mud, or, lock rocks and hate mud, etc...you won't know until you've done it. You may "acquire" a taste for one thing or another, but mostly wheel wherever's most convenient...and so forth. Building the rig, eventually, to adapt it to what you need it to handle, is a good idea.
I wheeled with people who took their brand new/sticker in the window still rigs out wheeling, and had a blast. Sure, the OEM tires are not as great as top of the line off road tires, but, they DO get some traction, and DO protect the rims from grinding on the ground, etc...and guys have churned through sections of the Pine Barrens, etc, alongside of Jeeps on Mud Tires, etc, on 32" OEM all terrains, etc. Would it be EASIER with dedicated MT's? Sure. If the MPG penalty, etc, is OK and you can afford it, sure, upgrade...but, to have fun/learn the ropes, its not REQUIRED. Getting STUCK is even OK, as you also need to learn how to do safe recoveries anyway.
