Gearing and tires are great initial mods, especially for off-road riding. The D606 is a bit stiff for pure dirt riding, even when aired down to 12 psi or so, but it holds up better than most other knobbies on the pavement. Like dual-sport riding in general, sprocket and tire selection is always a bit of a compromise.
Since your topic is "basic first mods", and you didn't mention that you've already done it, I'm going to chime in and recommend some basic armor bits to protect your bike as the next mods. Hand guards, radiator guards, and skid plate are all basic protection that'll help your bike survive dumps, drops, and other shenanigans on street or trail. Depending on how and where you ride off-road rear brake rotor guard and shock linkage guard may also be a good idea.
Assuming that overall performance is higher priority than bling I'd also look at suspension setup (sag and clicker settings) and possible need for suspension improvements (springs and valving) before spending money on the shiny pretty things like rear fender eliminator kits or aftermarket turn signals etc. Just my two cents based on my own experience.