Welcome to the forum =). You'll have to post pictures up of your ride when you get a chance.
...Two sites you should read through. They apply common mods to imprezas for you. Great information.
As far as stage 1/2/3... They are kind of vague terms. Many companies that sell ECU 'maps' sell premade off the shelf maps as stage 1, 2, and 3. Stage 1 is normally stock, Stage 2 being tubo back exhaust, and stage 3 I am not sure about - maybe TMIC and turbo swap?
You should be more concerned with reading some of the above information before worrying about the 'stages', but that'll give you an idea. Good luck!