The best thing to start on would be a little .22. There are plenty of good pistols out there chambered in it... I believe Ruger makes a nice one.
.22 is nice for several reasons--ammo is incredibly cheap, there isnt much recoil or noise, and its just damn fun to take plinking. It is a great gun to learn on, and because the ammo is so cheap, you can afford to really get to know the gun, and to really practice your marksmanship. Once you get it down, then move to a larger caliber.
Whatever you get, have fun and be safe.
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"Good people do not need laws to tell them to act responsibly, while bad people will find a way around the laws."
--Plato
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