My first trip to the range I shot a 9mm, and a 40 glock. They were easily managed for me and I ended up buying a 9mm. The funny thing about this is I wonder if shooting airsoft and bb guns as a kid prepared me for it. It really is the same concept (unless you shoot from the hip). I’m also a larger frame person so 9mm doesn’t scare me.
I would really recommend 9mm first for most people. I think after Dry fire drills and range time it becomes a practical tool for self defense. It’s not practical to spend tons of money on a 22 gun and then buy a 9mm (unless you rent for awhile, but even then that’s money that can go twards a gun). If some one new is some what skidish and easily startled, than .22 may be the best.