What he said. BUT - you are more likely to have a compact with you when you need it. I suggest that you begin with a larger pistol with a heavier frame, something like a CZ 75 or M&P Shield, or a Glock in something like 9mm and learn to shoot that first. Heck, I'd even begin with a large frame .22 such as a Ruger Mark III or Buckmark so you can afford to practice.
Shooting a pistol is much harder than it looks - and much, much harder than shooting a rifle or a shotgun. The only way to become competent is to practice a lot. You are more likely to do that, and enjoy it more, with a larger frame pistol. You are more likely to be able to afford to do it with a .22. Unless you get into reloading, and quality .22 can quickly pay for itself.
Then, once you have learned stance, sight alignment, and trigger control, you can start all over with a small carry pistol. Personally, I like a small 9mm. I, personally, would not recommend a small carry pistol as a first pistol.
Originally Posted by sweeper22
As already covered for the most part...
Smaller sight radius usually equals less (or at least more difficult) precision.
Shorter grips will not fit some hands well, and grip is critical to accuracy.
Lighter weight generally makes for a less balanced gun and greater recoil.
Shorter barrels result both in greater recoil and diminished velocity.
Compacts often lack the service life of full-frames and aren't always designed to handle "full-house" loads.
Many compacts aren't fun high volume shooters at the range.
There are always exceptions, but the points above are true more often than not.