The old saying a mouse gun is still better than throwing rocks is trite and tired, but there's a lot of truth behind it.
Almost as important (or maybe even more important) is to have a gun that you trust to work when the chips are down and that you know you can shoot well.
If that's a .22 or a .25, then that's not a really that bad a choice. I've seen FAR too many people at the range with small guns in larger calibers that simply ate them alive to the point where they couldn't shoot them worth a damn.
It is often said of the tiny .25's that "it's better than nothing" ....and it is TRUE: There is not one decent gun out there that it beats in any category other than "So tiny it's hard to shoot decently" ..... there are better tools for the job, unless the job description includes a requirement for inducing comments like, "Awwwwww, look at the da kewt widdle bulwets!", or "My gun is smaller than your gun! (said nobody, ever)".......