Does your SH4 say anything about Uboat missions? If it did, that would suggest that you've got v1.5, and have quite a few mod options. If, however, you've got v1.4 or earlier, your options are limited somewhat. You can tell which version you have by looking in the lower right-hand corner of the screen while it loads. Either that, or right-click on "SH4.exe" in Windows Explorer, choose Properties, and the "Details" tab. About the middle of that tab it'll have "Product Version:". If you've anything less than "V1.4.0", then you want to download the v1.4 update patch either from
here or from
Ubisoft - whose page I can't get to load right now...
Either way, I'd just play the game as-is for a while, and see what you like. If you do campaigns, there's "Easy, Medium, Hard & Elite" (??) settings to noodle with before you get into the mods (unless you're wanting to do UBM, then you almost *have* to mod). The main thing mods add (for me) is a different perspective on campaigns, and eye/ear candy (which can be very cool). But I'd play "stock" for a few days at least, and see what you've got first. Someone else with more modding experience will have to come along and let you know which mods are appropriate for v1.4, else if you do have v1.5, I'd start with Game Fixes Only by Webster, and any patches you might need/want for it. There's always
Onkel Neal's SH4 Master Thread that is full of info for the reading for the SH4 enthusiast...