In the circles I travel, firearms are a common and well traveled topic. I carry just about every day, and am intimately familiar with firearms, as it would be fair to say many of the people I know are. For us, the concept that a person DOESN'T know about firearms is not something humorous, but more something we have trouble wrapping our heads around. It is because of that we often forget to reach out to the new guys and bring them along in this world we live in.
What to buy, and how to buy it: While I'm always keen on finding a deal, I never recommend a used firearm for a first timer. Quite to the contrary, I recommend you Google or check your phone book, and get a list of ever local gun store within a reasonable distance of your home. Treat this like buying a new car, you aren't going to buy the first car you see at whatever price the salesman insists is a great deal. Go, admit you're a first time purchaser, listen to what he/she has to say, then politely decline to purchase and go to the next store. After a few different points of view (because if you're asking for a recommendation that's what you're getting) you may be ready to drop some cash.
Regarding that recommendation, here's mine and I doubt Andrew would recommend much different: buy a full sized handgun or revolver from a known manufacturer, spend the money, and vigorously decline (or just walk out of the store) any recommendation to buy the smallest gun they have on hand. For anything but a concealed carry gun, size is not a huge concern. You need to pick a firearm you can comfortably grip, the controls and trigger are all within reach of your fingertips, and the weight is not so severe that you can not bring it up to shoulder level without your hands trembling. That's it, no modifiers for brand, striker fired or hammer fired, revolver or semi auto. Those are all personal choices, but for goodness sake do not buy a J frame revolver or a sub compact for a bedside gun. You're sacrificing muzzle energy and capacity with no other benefit.
While you're in the store, get a cleaning kit. It doesn't need to be fancy, but I am expecting you'll spend time training and shooting this gun (if you aren't, leave it in the store and spend the money on a home alarm, or a large dog) and that will demand it be cleaned and lubricated afterwards. I even recommend you field strip, clean, and lube a brand new gun so that you can insure it is ready for use and you're familiar with the takedown procedure. Also, if you bought a semi auto and it has less than three magazines, remedy that. Magazine springs are wear items, enough use will cause them to not reliably lock the slide back on an empty magazine. If that happens, bench that magazine until it can be remedied: that's why you have multiple mags. If you have a revolver, I recommend a speed loader or two (see our Youtube vid for speed loaders). Safariland Comp J2's are my pick personally.
Please resist the temptation after you've dropped this much money to cheap out and only buy a single box of ammunition, or buy the cheapest ammo on the shelf. What you're looking for is a hollow point premium defensive round from a popular manufacturer. Some other kind of ammo may be the current new hotness around the gun store, but sticking to something like Hornady Critical Defense/Critical Duty, Federal Hydrashok/HST, Remington Golden Sabre, or similar (make friends with a local cop and ask what his department issues) will guarantee you at least a sufficient choice. No, it won't be cheap as defensive ammo typically runs $0.60 - $1.00 per bullet, but what is your life worth? I'd say buy a box of 100, and a few boxes or cheaper "range" or plinking ammo. It isn't milk, it doesn't spoil, it's almost never cheaper to buy the day after you bought yours.
And after you've spent $400-$500 on a handgun, a few hundred on ammunition and spare mags, some more on a holster (We covered that on Episode 46 of our podcast) I'm going to beat your wallet up once again for you to pay $100-$150 for some training with your local firearms instructor. I dislike the NRA with nearly religious fervor, but an NRA certified instructor will have a reasonably good curriculum with which to baptize you into the ranks of safe firearm owners. Do not skip this step unless you have a friend that is VERY proficient and safe and willing to take you under their wing.
If all of the above hasn't completely scared you off, and it shouldn't, know that "gun people" tend to be very enthusiastic and helpful towards other gun people. Most of us, being faced with a new but open minded person, will happily offer advice and assistance to the best of any of our abilities. Andrew and I have both extended offers to others to bring them to the range and help them get started. Hopefully the above has given you a good jumping off point, and if you have any questions I certainly hope you'll come find us in our Facebook Group and not be shy asking for help. - Phil Rabalais