My first suggestion would be to get a 9mm instead of a .40 for a first centerfire handgun. 9mm recoils considerably less than .40, making it easier for a novice to shoot well. It is also less expensive to purchase, allowing you to stretch your shooting dollar. In the beginning, the more you shoot, the better (assuming you have good shooting technique - see paragraph three).
You will read on the internet about 9mm being a weak sister and inadequate for defense, but that's mostly just bias. A good 9mm round is fine for defense, and the .40 is hardly the Hammer of Thor.
Since you are inexperienced with handguns, consider taking an NRA Basic Pistol course. Instructors are all over the country, and a list of courses can be found at http://www.nrahq.org/education/training/find.asp.