What part of Texas are you in? We have enough members spread throughout the state that someone probably live near you, and can show you some safety rules, pointers, etc.
What you start with will depend on what your shooting buddy has. Caliber does relate to size, and the best way to see the difference is to hold each in your hand.
Find a buddy. Or go to the range/gun shop and ask for instruction.
Hands on is way better than forum talk.