Well done on buying a real car instead of a car simulator(automatics).
There are no headers or intakes that will give you better MPG in this truck. (At least not any worth putting in for that purpose.) Just keep the air filter clean and the stock will do fine. Seriously, any money spent chasing a higher MPG value is usually best spent on just buying more gas.
As perviously mentioned, your O2 sensor could help, you want Denso 2344161 unless you are a CA truck. Personally, I'd wait till it throws a code.
Also, if you get sticky 1st and R in the cold, change the tranny fluid.