If it's just for plinking, the smaller rounds should be fine because they're cheap. If it's for anything else, I personally wouldn't go smaller than a 9mm. Even everyday carry 9mm's fit in small spaces. Honestly, is that small of a handgun what you want though? Have you considered a slightly bigger size because I noticed you mentioned that recoil will be a factor into your new purchase. Generally, the heavier guns can better handle the recoil. For example, my Sig has significantly less recoil than my friends XD (both in .45acp).
Just remember that for new shooters, they will all feel like they have a lot of kick. But as you become more accustomed to the types of recoil you will get used to the same ones you used to think were bad. We all at one point thought our first .22lr at our grandparents house when we were 6 or so was badass and crazy.
You live and you learn.
Anyways as far as a first time buyer goes, I would suggest first figuring out what your wanting to do with your handgun. From there we can help you further (and make sure you don't end up with a Glock).