If the newer Stangs are like my 96GT, the black cover over the Mach 460 speaker by the window should just pop off. It might take a little prying but should come off easily. Underneath the cover you should find the bolts that hold the mirror assembly. There really shouldn't be anything to it.
As far as first mods, keep in mind what the ultimate goal of your car will be. You should be ok to start with gears like 3:73's or 4:10's depending on driving style. They won't add hp but will multiply torque and give your Stang some get up and go. The ever faithful K&N filter is a good choice. Don't get too hooked on changing out your mufflers and pipes right off the bat. A catback system alone won't net you any real hp but changing the stock hpipe to an aftermarket h or x pipe will work wonders. Hpipes will help with torque down low and Xpipes will help with power up top (generally speaking). An off road setup without cats will net the best gains but hiflow setups (2 cats) are effective as well.
Someone else can add or correct here, but that should be some info to get you going.
Good luck,
Brett
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66 Tahoe Turquoise Coupe
Laser Red 96GT Ragtop
30 Years & 30 inches apart in the driveway!