If you are new to firearms I recommend that you locate a Gun Range that has a variety of rental guns. This will give you the opportunity to try different hand gun, rifle and or shotguns so that you can make a better choice of firearm. Consider what you are going to use the gun for Home Defense, Target Shooting, Sporting, and Hunting.
When you are choosing a gun think about the size on the weapon, the caliber of the weapon and the use of the weapon.

Size: As a rule of thumb – the gun you chose should fit your hand and be comfortable in your grip. This is one thing that you will never get accustomed too. If the gun does not feel comfortable you will not practice with it and it will be a wasted purchase.

Caliber: If you are looking for a gun for self-defense you should get the highest caliber you can handle. This is something to can practice for meaning that if you can shot a 9MM well and 40 S&W ok, go with the 40 S&W and practice and work to get better and the higher caliber. If you are making a purchase for target practice get the caliber that you shoot the best.

Use: Why you are looking to buy a firearm is a critical decision. If you are making this purchase for self-defense my suggestion would be to look into taking a basic hand gun or shotgun class so that you can speak with a professional about the responsibilities of owning a firearm for self-defense and learn the proper use before you make a several hundred dollar purchase. A class before you buy a firearm is always a good idea regardless of the reason you are making this purchase.