When you say "new to guns", do you mean you have never owned one, never held one, never shot one, never took a safety class etc...? What are your intentions for the gun? Home protection, target practice, conceal carry (haha, not in Nanny, IL)? Why are you not interested in a revolver?
If you are completely new, the first thing is to do is learn the basic safety strategies... ie. NEVER point the muzzle at anything you don't intend to shoot... the gun is ALWAYS loaded... DON'T put your finger on the trigger until you are ready to shoot... and know what is BEHIND your target.
If you already know these things and you don't have a mentor, there is a reason why a revolver is the smart way to start. A .22 also makes sense for being able to shoot a lot without spending a lot of money. Trust me, practice gets expensive very quickly shooting .9mm, .45, .38 etc. However, .22 may not make the most sense if your primary intention is home defense.
I think we need more information from you before we can give you solid advice. Of course going to a shop and handling a lot of different guns will help familiarize you with ergonomics and what feels comfortable in your hand. Shooting it is a whole other topic.