Are you certified yet? Do you have an idea what kind of diving you'll mostly be doing - tropical? cold water?
I would suggest if you want to spend your money wisely not to go out and buy everything all at once. Try renting from a few dive centers and get to know what's available and what your preferences are.
For example you can try a jacket style BCD or a back inflate BCD. Maybe a backplate and wing might appeal to you? Regulators can come in various designs - balanced piston or diaphragm. Different port configurations on first stages, swiveling turret or stationary etc...
What about exposure protection do you need a drysuit for cold water diving or mostly diving wet in tropical warm water destinations? In that case you can choose a full suit or shorty or layers that are interchangeable with various thicknesses etc..
This is not meant to confuse you. Getting to know some of the options out there and understanding the advantages and disadvantages can help you make more informed decisions.
As far as what to get first, I started out with wetsuit, mask and fins. Then bought a BCD as I wanted fit to be optimal no matter where I dived. After that I purchased a regulator after having tried out Aqualung, Apex, Scubapro, Mares and a few other manufacturers. I ended up going for Scubapro and have been diving those regs for over 20 years without a single hiccup.
Gradually I started to add gear as needed and for the most part I would say I have not regretted any purchases.