This is absolutely correct.
I've had 9-13 year old kids go from shooting 22's to 9mm handguns, .223, 7.62x39 and 20 gauge within an hour. Some of them went on to shoot a 50 BMG afterwards. (youngest 50 cal shooter was a 12 year old girl, gun was bigger than her)
Kids are only afraid of things that adults tell them to be afraid of. Many parents make a big deal about their kids shooting bigger than 22LR, which is absolutely the wrong thing to do. I suspect it's because the parents themselves are not very experienced with shooting other than infrequent range visits and some hunting a couple of times a year. Some parents also bury their kids in over the top instruction and supervision. What kids need to do is have a bit of basic instruction and let them fly at it while you keep an eye on them to ensure safety. They don't need a critique after every shot, there is plenty of time for them to learn excellent shooting technique.
I've seen lots of kids using full size handguns, rifles and shotguns shoot like machines. I've also seen full grown men rub their shoulders and talk about heavy recoil after a few rounds of trap loads.