As you've already figured out, the selection is mind boggling, and can be confusing if you don't have a brand preference. Figure out your budget on one and go from there. They all have different feels, so what might be good for one, isn't necessarily for another. For example, I absolutely didn't like the way the Bodyguard 380 felt in my hand. I heard this from a couple of others I know also. One post here loved it. Different likes and dislikes. I, personally, went with a Taurus TCP for my pocket gun and am quite satisfied. Before that, I had a Kel Tec P32 which I also liked. My wife has a Bersa Thunder which she loves and I also like. Kahr and Sig are great brands, but are costlier. So is Walther.
Handle a bunch and go with what feels the best and you can afford.