A couple of tips off the top of my head...
1. If you are planning to record any audio (vocals for example), or if you want to use your MIDI keyboard to play software instruments inside SONAR (seems like that's what you're doing?), an ASIO capable audio interface will allow you to achieve low enough latency so that you don't hear or feel any delay between key press and note sounding. I'd say before you consider spending money on anything else, get a decent interface. But as Azlow points out, you can get along learning the very basics without it.
2. For synth/EDM type music you probably want to learn the basics of subtractive synthesis, if you don't know it already. It looks like the only instrument with all the standard subtractive synth controls included in Sonar Artist is Square 1. It's a decent enough synth, but I always found its control layout a bit confusing (it's one of the first freeware synths I ever got, long before RCG Audio sold to Cakewalk). But that leads me to my next point. There are many excellent freeware vst synths available for download. KVR Audio is an excellent resource for finding them. I'd suggest finding one good straightforward one and learning to use it thoroughly if your goal is to produce electronic music. Other than that, I think Bitflipper is correct that you don't need additional plugins if you're just starting out. They can bog you down into thinking "If only I had X this would sound better" when really you just need to practice recording and mixing. Once you have a solid working knowledge of subtractive synthesis you can start looking at other types of synthesis, FM, additive, etc. Synthesis is incredibly fun. I've played guitar and been in bands and done recording for thirty odd years, but started getting hooked on electronic music as well about a dozen years ago when I got my hands on softsynths for the first time.
Whatever your goals are and current skill level, just have fun with it. That's really the reason we all got into this I think.