Welcome. The 9 is slightly cheaper to shoot. A 22 conversion makes your pistol very cheap to shoot. Get the Glock it has so much more aftermarket stuff for it and conversions it's hard to even find all of them. Don't worry about it holding it's value you should just try to shoot it enough to wear it out which is very hard with a Glock that's why they dominate competitions. As for reaching proficiency quicker there is no way to get there except by hard work and proper practice. The answer to your last question is don't even bother to try to "learn" everything about guns you'll only be pegged as a "poser". It's best to act dead ignorant, bordering on stupid and people will be more likely to help you along. Get some one on one training if you can and stay teachable. Todd Jarrett's videos are good ones to start with.
Todd Jarrett on pistol shooting. - YouTube
P.S. If you are in the Phoenix area send me a PM and we'll hook up and get you started.