You can replace it with anything you want, as long as the stock airbox remains. It's not really going to make a difference, though. An extra 1-2 BHP isn't going to do a single thing for you, and removing the filter does open the possibilty of engine damage. So, in other words, there's no reason to do it.
I wouldn't even start to think about modifying the car until you have an entire season under your belt. You won't start really getting to the edge of the CAR'S limits for quite a while, because you are going to be the limiting factor in the car's speed. All you can do is practice, practice, practice.
My biggest advice is to slow down a bit. Honestly. I can't remember how many times I ended up feeling like a went through a course slower and ended up dropping a ton of time. Most people lose time by going into corners too hot and trying to dive into every corner as late as possible. You need to be thinking several turns ahead. Straighten out the course as much as possible. When you are doing your course walk in the morning, think about what angles you can take to eliminate as much steering as possible. The fastest line is always the smoothest and the straightest.