i really want to add more power to my golf, but i don't know where to start? is it worth it to turbo an automatic first of all? or what should i do to upgrade my 2.0 engine? or my ecu?
No, you can not easily turbo an engine not built for it, because the compression will be too high and cause pre-ignition that will shatter pistons eventually.
And engine designed for a turbo will have flat or dished pistons instead of domed pistons.