If you start with a higher caliber (9mm isn’t exactly a high caliber, but it’s bigger than a .22)–if you start higher than .22, you run the risk of learning bad habits, and then learning OTHER bad habits to compensate for the first ones.

Examples:
anticipating recoil
jerking on the trigger
using the sights incorrectly
not standing correctly

I have a post on the Walther P22 and why I recommend it here: https://gunshopgoddess.wordpress.com/2010/01/25/walther-p22/

I have heard over and over from women that sales clerks steer them toward 9mm pistols to start with.

My answer: it’s like putting someone on a Harley when s/he has never ridden a bike.

You choose a firearm the same way you do a car—everybody will have an opinion–get this Ford, get that Chevy, get a HONDA. Whatever. You test-drive each one, and you buy the one that fits you best.

It’s the same with firearms.
One guy will insist you get a Glock, another will swear you have to buy a Beretta, etc., just like the writer of this article experienced.

I managed a gun shop for 7 years. My suggestion– go to a shooting range, and try these guns:
Glock 19
Beretta 92 (with finger grooved grips; it makes a huge difference in how the gun feels in your hand)
Taurus PT111
Taurus 24/7 in 9mm
AND
a Walther P22.

As far as buying goes:
I strongly recommend budgeting for two guns. Get the P22 and practice, practice, practice. When you have mastered this pistol, you can shoot ANYthing you want. Srsly. lol