A lot of people who are looking to "get into something", whether it be shooting, cars, stereos, wives... aquire their first item because it was something they got from a buddy or was an impulse purchase. We've all done it... but it's seldom the best way.
There are a lot of things to consider when purchasing a handgun that will be used as a tool. Guys who are "into guns" may make a purchase because it looks cool or they "don't have one like that". Collecting guns is just like collecting any other objects.
But your gun will be a tool, and it's important that you remember what your grandfather taught you... "Boy... I said BOY! You stop using that wrench like a hammer. There's a right tool for every job!"
If the gun is for personal protection, then your usage at the range will probably be for proficiency, and not necessarily for fun/plinking, so you are buying a gun for personal protection that you would like to conceal carry. Your usage at the range should be a secondary concern. You are buying a tool.
Common wisdom sez that 9mm is minimal round for personal protection. 9mm will hold more ammo than similar .45acp, with .40 splitting the difference (usually). Since most guns from a manufacturer can be had in various calibers, it makes sense to pick a gun that fits YOU first, and get it in the caliber you've decided is the best balance of capacity and power.
It is awesome that in today's gun market, almost all of the popular production models from most manufacturers can be had in a "regular" size or compact. And that the full-size magazines generally fit in the compact gun.
Glocks and Springfields come to mind where you can have a compact, easily concealable gun with a 8-10rd magazine, and the capability when you get home to pop in a 12/16/19rd mag. There are lots of guns like this, those two manufacturers just come to mind as companies that really highlight it in their marketing.
I would visit a few gunshops, and hit your local gunshow. I'd pick up guns, hold them, cycle them, pop mags in and out, perhaps be allowed to draw from a holster... get your HANDS on different styles and sizes of guns. Narrow it down to your top-5 or so, then go to a range that rents and shoot them. Buy the one you like best. Take a month or so to do this. Visit this forum daily and read read read read. Take it all in. After a few weeks, you will have a clear make/model/caliber in mind... and hopefully when you shoot it, will live up to your expectations.