In the USA, I'd suggest that you go out shooting with friends and see what worked well for you, or go to a range and rent guns there, especially if you were considering a handgun. If those options are open to you where you live, I'd suggest you try them out.

The good news is that it's easy to make friends in the shooting sports. If there are any events that you could go to and meet other shooters at near you, that would probably help immensely.

I'm a big fan of .22lr rifles for marksmanship training, practice, fun and small game. The most versatile long arm is certainly the 12ga pump. Frankly I'm reluctant to agree with any of the single-shot options, on the grounds that they're just not as much fun as pump, lever, bolt or semi-autos.