budget?
trigger is where I'd start. JP 3.5lb springs for $10 if your on a budget. Optics is where I'd go next. If no budget for optics.. learn the irons for now (or get flip up magpul MBUS or similar) and/or upgrade all the plastic pieces for metal ones. (battle arms ambi lever, ndz charging handle, etc) kns 15-22 anti rotation pins are also an option) You don't have to do it all at once on the small upgrades. Most minor ar parts will work other than obvious things like magazines, barrels, some stocks that require removing buffer tube (since its not removable on 15-22), dust covers (since the 15-22 doesn't have one), etc.
personally I wouldn't go crazy on the picatinny peripherals. Maybe a grip or bipod. If you want to get real crazy.. get a CMC trigger pack and a Slidefire stock.. but yeah I agree with the others.. there's too many ways you can go. It's all on you to decide what you like.