I've found that folks bothered by the noise on a range can benefit a lot by doubling up hearing protection. When you go back to the range to shoot again, put in a pair of ear plugs, and then put a pair of the muffs over them.
Also I completely agree with the idea of getting a 22 as a first gun. Recoil is light, ammo is cheap, they are quieter for the most part. It's a great platform to learn the basics on, and for the most part you can pic up good guns for a few hundred bucks.
I also suggest looking into the NRA Basic Pistol class. Around me they normally run about $80 and they go a long way to teaching you the basics of shooting a pistol.