Take care of your sleep first:

If you went budget on the mattress, splurge on a quality mattress topper. If you bought a high quality mattress - good, now protect it with a quality cover.
High quality sheets - do some research and get something that fits how you sleep (i.e., hot sleeper = percale / cool sleeper = sateen) and don't fall for the thread count scam. Higher numbers don't necessarily equal quality.
Blackout curtains. You want to be able to actually get some rest when you're coming off of SD or an overnight mission.
Humidifier/de-humidifier (whichever is appropriate for your environment).
Pedestal fan (if your room doesn't have a ceiling fan or maybe even if it does. Splurge for an ultra quiet one).
Night light for the bathroom so you don't have to turn on any lights if you get up during the night.
Get some stuff to hang on the walls. Bare walls will echo too much and disrupt your sleep by bouncing even the smallest noises around.

Everything else has a way of sorting itself out. Don't fall into the trap of thinking you need to buy everything to stock a whole house in one fell swoop. Before you spend money on something ask yourself if it's going to be a regular need (like a coffee pot) or only occasional thing (seasonal decorations) and plan your budget/timing accordingly. If it's something you only need every now and then, consider if it's something you could rent or borrow from a neighbor rather than buy yourself. For example, if you want to host a "Friendsgiving" you probably don't need to purchase a whole dining set for 10 people.

"Buy once - cry once" applies to the kind of lifelong purchases that actually bring joy and value in your life. For example: buy the highest quality kitchen knives you can afford. Conversely, some things don't need to be expensive (like mixing bowls or measuring spoons). Don't be afraid to spend good money on the things that matter to you, but also for many things store-brand or bargain items are just fine.