It's a suggestion, not a chissled in stone rule!
Shotguns are very useful, and if you start off primarily with light Trap loads, you should be just fine. For any shooter wanting to put magnums or 3" shells through it, make sure you have a good rubbery absorbing buttpad, otherwise you'll likely get a flinch, be turned off of shooting, or get poor results.
Nagants...might not be the best choice for a new shooter, I hear the felt recoil is substantial, but no one's going to stop you, and you might be able to find a nice "slip on recoil pad" that would eliminate that problem entirely.
Part of the reason the suggestion for the .22LR is that it's got many uses for dispatching "nuisance" critters...but if you are in the city this is of no use, since you aren't allowed to discharge firearm in the city and surrounding areas, and often the critters you want to be rid of are protected species (seagulls for instance, we call 'em "flying rats" but they are "endangered" apparently). Also, in the city we don't have livestock that we need to put down. But it's still accurate, basically recoilless and very inexpensive to feed, so it's still the #1 choice for a new shooter to gain firearms handling skills and experience.