Here are a few things I've learned along the way.
1) Everyone has a different opinion about which guns are the best...it will ultimately depend on your intended use of the gun, how it feels in your hand, amount you want to spend, etc.
2) Listen to the experience of others, but remember that what is right for one person may not be right for you.
3) Surf the internet for reviews and compare them to what others say to get confirmation.
4) Keep an open mind.
5) Consider a used gun. There are some deals to be had.
6) Visit your local gun shop, handle the various guns and don't be afraid to ask questions.
7) Look at the various websites that sell guns, e.g., budsgunshop.com, to get an idea of what they are charging and compare to local prices. I personally like to buy locally as long as there is not a significant price difference...doing so will endear you to the shop (at least most of the time) and could pay some future dividends.
8) Have fun learning like so many of us and readily share your knowledge/experience with others.
9) A lot of the fun is the hunt for the "best gun"...finding it may be harder than finding the holy grail.
I like Zetti's #9. The hunt for the gun can be a daily addiction if you let it or want it. Everyone has an opinion and between the insights gained here and the visits to the gun shops...it can be difficult to choose just one. Early on I learned the first purchase just leads to more...and there certainly is fun in that too!
i chose the HK P30 for my first...9mm is inexpensive to shoot, loved the look and feel of the gun, wanted a decocker and ambi controls...and HK makes an awesome weapon. You will find many gun owners feel just as good about their choices. Read, learn and study and when you are ready you will be confident your research brought you to the right selection.
Enjoy the "hunt" and good luck! Post when you make your choice.