When I got my first handgun, I didn't heed the advice to get a .22 first, and I have mild regret. I developed a bad habit of flinching with my 9mm that I had to un-learn. I think that if I'd have started with a .22, I would have had an easier time learning to shoot properly. There are a lot of other reasons to get one (accuracy, economy, for starters), but I thought I'd add this one.

I also think that the needs for concealed carry are different enough from target/home use that they will lead to different solutions. For concealed carry, a light, compact gun with a quality belt and holster are very important. Although I have a dependable carry gun, I do wish it were a bit smaller. The holster and belt do help a lot, but I still find myself thinking about smaller/lighter options, especially on hot summer days...

Without this need for concealment, however, I would lean toward a full size (vs. compact), metal frame (vs. polymer) handgun. There are lots of options, so it needs to be one that feels good and that you can shoot well. It's really great that there are so many quality handguns, and I'm hesitant to recommend just one.