^+1. First you need to at least narrow your options down to general platform, i.e. revolver or semi-auto and preferably even caliber. Then others can recommend a few good options for you to try and you can see which one fits you best. What's best for us may not work for you, so narrow the field a bit with some research and preferably shooting or at least handling a few different types of handguns to see which general type/style you like best.
I would suggest trying at least several of the following: small frame revolver 38 and 357, medium frame revolver 38/357, sub-compact 9mm and 380 semi-autos, compact 9mm, compact 45acp and/or .40S&W, and full size 9/40/45. Go to a store/range and look at/handle a wide range of these options to see what feels good in your hand and what you could conceal relatively easily, then rent a few from that shortened list to see how you shoot with them.
Doing this may even find you the perfect handgun for you without outside input, but at the very least will give you a specific type that you want, say a sub-compact 9mm for example, and TFL members can lead you towards some specific models to look into.
Sorry for the seemingly long process, but if you don't already have it narrowed down at least a little, this would be a great way to start in my opinion.