I was not really confident that I would be able to handle a 9mm. I have neck and shoulder issues so not the strongest chick on the block. I am 5'4 and 125 lbs. I loved the .22LR and could shoot it all day, but they do have fails, and like was stated if you have a mis-feed, failure to eject etc. on a semi-auto your weapon just became a club. HOWEVER, the hubby got me a 9mm Beretta sub-compact PX4 storm and with a very patient teacher that he is, he taught me how to use it. I would only go through a magazine or so when we went shooting the 1st few times.
Then I said to myself, "If I am going to carry this weapon for my defense and to defend my loved ones, I need to own it, and become friends!". After that I learned there is nothing to be scared of and now I can't re-load fast enough and can easily put 500 rounds down range in a day! I am damn good with it, and each time I shoot it I get better. i clean it myself, learned to completely take it down and put it together and know it well. I learned to find a way to safely and easily rack the slide! Once un-loaded I practice drawing and taking the safety off quickly.
Another option is the 380, which is somewhere in the middle of 22 and 9MM. I shot one last weekend for the 1st time and it had zero recoil. We had a 1st time shooter with us and he said it was so easy to shoot, felt almost like a toy. Worth a rental or joining a range group so you can try other weapons. Many ranges have a "ladies night" where your lane is free and gun rentals are 5-10 bucks per hour, you just buy ammo. You can change the weapon you are trying out, so that is a good option.