Follow the 4 rules, and yes, this is just the entry point to a new addiction. That said, for CC, I carry an LCP. Not a big fan of 380, but it's a great pocket gun, light, and does it's job. I also usually like my Ruger P97DC, it almost never leaves my vehicle, but man, that 45 is a blast.
I've owned a large variety, and much like I recommend a E36 M3ty car for a first timer, if you want to get into shooting as a hobby, I recommend a crappier gun. Not to the point it's unsafe, but something not quite up to snuff. Example and reasoning: At one point, I had purchased a Llama 45, double stacked 10 round magazine, in a weird size between pocket pistol and 1911. I bought it because ti was cheap, and at the store, it worked perfectly. Bought the same ammo we test fired it with, and NEVER ONCE was able to get through a whole magazine without FTF problems. Why do I recommend that? Because learning how to clear jams and stovepipes and feed problems, quickly and safely, can make a world of difference in a situation. Just make sure the company the made the gun and offers a lifetime warranty is still in existence, unlike Llama that had shut down 2 years before.
Would I recommend carrying a junker like that? NO berkeleyING WAY. But practicing with a junker prone to problems you might face in the real world can save your life in the real world, without wear and tear on a nice piece. Like thrashing the beater in the winter instead of your DD or garage queen.
Research will be your friend. See if there are any local sportsmans clubs or groups in your area. The one I used to belong to has a 3 year waiting list, BUT lots of open public days, from trap and sporting clays, to site in days, to shooter education. And paying once a year for unlimited range use beats the hell out of paying by the hour somewhere.
Go to rental places, go to shoots, go out in the woods with your friends, try to find what fits your hand and works for you. Once you find a frame that fits, then worry about the ammunition. Personally, I hate 9mm, but it's relatively cheap and widely available. For me, it's 45 or 357. But fit and feel is more important than what comes out of the end. With practive and time, it won't matter if it's a .22 or a .50 coming out the barrel because you'll be accurate and that's what counts.
And with 357, be careful, those can get very heavy. I've got a Ruger 7 round 8 inch 357 revolver, and a Ruger Police Special snub nose. The snub weighs almost twice as much as the long barrel, with less accuracy, but the shoulder harness makes carrying fairly simple, and the weight can help if you run out of ammo(nice heavy hand shaped blunt object that throws well). The 8 inch is a fantastic target gun, but you really can't go wrong when you're firing a bullet designed specifically to STOP ENGINES.
Also, I just recently found out my local community college offers continuing education classes in weapons training. From basics, to low light, home defense, street defense, etc. Those may be worth checking out in your area to get some familiarity and ingrain good habits early instead of trying to break bad ones later. Think of it like racing school.
. It ain't easy on the wrists, but if you want to try out a lot of other peoples guns for free, buy a Ruger Super Blackhawk and bring it to the range, people flock to it like moths to a flame. Love love love em. 
