While I was growing up, I had a few bb/pellet guns/rifles. I was so good I used to staple GI Joes to my parents firewood and from anywhere 15 to 25 feet away I would shoot the limbs of them.
Jump ahead to 2004, and I go paintballing with my sister and her man after not shooting anything for years. Well shortly after that day the itch to shoot is back; first instinct is to get a paintball gun, but then I realize that will get old quick unless I join a team, and even then I rather spend more time with my family. So the alternate solution was a real gun for at this age I can't see using a bb/pellet gun as an alternate solution. First step, convince the wife, second work on getting a permit.
Jump ahead a couple months I now own a gun and permit.

What I learned is first go to your nearest range and learn about the laws where you live. Second, asking people about guns won't do you squat except get some facts, and a whole lot of opinions. The best thing to do is get what you need to get done to shoot at a range (depends on the laws of that state). Then from there rent guns: it's best to start with a .22, but that gets old quick. In the end I sold my Beretta .22 Neos for a 9mm Beretta 92F. After holding/shooting several guns: Sig, Colt 45, Glock, etc. I found the Beretta 92F is the gun for me. But you won't know till you try; how will you know you ask? Trust me, you will know when it are holding the right gun. Nothing feels right to me except a 92F or a version of it like the Elite.