Well, I have no problem 'starting' with a 22. I just wonder why anyone thinks there's an advantage over starting with any other caliber. The 22 is wonderful, and I suppose if you buy your ammo new it can also be cheaper to shoot. It's a fun cartridge to shoot, and there's nothing you can learn about handgun shooting (that's actually important) that you can't learn with the 22.
I'd say exactly the same things for any other cartridge that you can afford to shoot, short of a cartridge/gun combination that frightens you or hurts you. So, no practical advantage I can see for .22 over 9mm in learning to shoot, although I personally find 9mm just about the most miserable handgun cartridge available in terms of comfort and general accuracy. Most people though seem to actually like 9mm.
One question already raised is, what kind of shooting are you interested in? If you just want to plink cans or shoot paper and that's it, I see no reason to choose anything other than a solid, respectable .22 pistol.
If your intent is to learn to shoot for self defense, then I'd say choose a weapon for self defense and learn to shoot it.
I've been shooting handgun since 1968. I still flinch
dry firing from time to time, and find I shoot far worse with my .22 target pistol than I do with my 40SW. Caliber and actual recoil are factors--they are not the only factors, nor are they the most influential. Recoil is a complete myth as far as ability to shoot--
anticipation is the Devil, and it happens to highly experienced shooters with guns they know are empty.
My problem with my 22 is still anticipation. Anticipation of recoil? Well, yes, in the sense that I anticipate (the first, core problem) but what I anticipate doesn't happen. I anticipate my 40SW, my 45ACP and my 10mm. That doesn't happen. Recoil isn't what I'm accustomed to, and I screw it up.
So, for that very reason, it's a great training tool. I have to actually shoot closer to the way I should be shooting my other bigger guns. It points out painfully the fact that I shoot with at least some mental prep for recoil I'm used to, but that never happens. So I hate it. Not because there's anything wrong with the 22. Because it proves I'm not shooting quite as well as I could be when firing the bigger guns.
If you're new to handgun, ammo cost is a factor and you WILL shoot more if ammo is cheaper, 22. If you think it's a 'stepping stone'...I'd say no. It's not.