I agree that you should start small if you've never used a gun before. .22 rimfire is cheap and you won't develop the bad habits described in the other post. Plus, you can get something like the Ruger 10/22 for about $150 new, with tons of after market parts to trick it up anyway you like when you start getting good with it.
I have one that looks like a space gun with all the special parts, but it's a tack driver. What use is a gun that isn't?