Yeah, the "trap" is that if you only have the budget for one gun, you buy the one you really want first. You pay 2-4x more than you would for a decent .22, the ammo is 10-20x more expensive, you can barely afford to feed it, you can't practice much, and you walk away frustrated.
Start with the .22, though? You can get the gun and THOUSANDS of bullets for the base cost just to buy most good centerfire guns. You can shoot till your trigger finger goes numb, practice as much as you like, and you're already a few hundred bucks ahead on saving for the gun you really wanted.
Simple fact is, for everything except hunting, a good .22 is literally the ultimate gun. You basically can't go wrong.