Many people want to shoot a big gun right from the start. After all, it looks cool and packs serious power. However, such people will find it very difficult to shoot consistently and accurately.
You should start with a .22 caliber handgun, learn all the mechanics of shooting, and practice with it at least until you’re shooting tight groups. The .22 is very cheap compared to larger caliber rounds. Repetition plays a big part in learning to shoot and .22s make practice affordable. Once you’re shooting well with a .22, you’ll find it easier to shoot a larger caliber pistol well.