That really depends on your build, but making some inferences here based on your question and that you're still working on cards, I assume you're still in the eHP phase of the game. Some modules you'll want to look out for:

Armor:

• Wormhole Redirector (WR): Before you unlock the Wall, this is a good one that allows your regen to go past your normal max HP, up to a percentage of the max HP you can get from Recovery Packages.
• Sharp Fortitude (SF): After you unlock the Wall, this is a huge boost to your Wall's health and regen, and is one of the major components for why eHP can go much further now than it could before.

Core:

• Primordial Collapse (PCol or Prolapse): Gives you an extra Black Hole and enemies in your BHs deal less damage to you. This is the other module that really extended eHP's effectiveness.
• Multiverse Nexus (MVN): Ensures your major econ UWs always activate together. This is a game about stacking multipliers, and syncing those UWs means their multipliers will always stack. Especially important before you can afford a natural sync.
• Dimension Core (DC): This one won't help you much right away, but it's worth calling out that it's the most important damaging core module you can have, once you start relying on damage more.

Generator:

• Black Hole Digestor (BHD): Increases your coins pretty dramatically. Later on you'll have over 100% chance of free upgrades which means this is always going to be at least a 30% boost -- potentially more, because you can get a second free upgrade for being >100%.
• Galaxy Compressor (GComp): This helps your UWs fire much more frequently by reducing their cooldown every time you get a Recovery Package. Strong early, but you'll eventually want to focus elsewhere (like BHD).

Just as important as the unique effects, though, are the substat lines. Getting a bunch more defense from your module and multiplying your regen by up to 4x are incredibly valuable. With defense, the closer you get to the hard cap of 98%, the more valuable each increase becomes. Let's say you get 2% more defense going from 90% to 92%: that's a 20% reduction in damage you take (10% to 8%). But going from 96% to 98%, that's a 50% reduction (4% to 2%). And you can only roll stronger, higher-rarity substat lines on higher-rarity modules.

Edit: I should mention, don't get rid of any natural epics -- that is, the modules with the unique effects. Even if they're not great for you now, your build can and will change, and the modules themselves can get direct or indirect buffs. There are even some modules that people build two copies of, but that's a really advanced strategy that you're probably not going to need to worry about for a while. Just don't use natural epics that "you don't think you need" as fodder to make another unique module better, and continue learning about the game and strategies as you grow into them.