Definitely get the training. That is a major issue if you see yourself in a likely position of having to use it for defense. Training and ammo.

A lot of guys dis the 9mm and will tell you that caliber needs to start with a 4 (.45/.44), but 9mm works just fine with modern JHP ammo, it's a bit less expensive and the recoil is much more manageable.

Another option is to ask your favorite brother what he carries on duty and get that. Caliber isn't as important as reliability (you and the gun) and shot placement. After you get the training, get more ammo.