depends really on if you want to learn to shoot accurately or just shoot. I own over a 100 handguns, and shot both ipsc and idpa. I don't compete much anymore are my knees are both blown, but i keep shooting, but now shoot mostly rimfire and black powder percussion. When i shoot centerfire it's generally 38 in a k38 or 9mm from a sti Sentry, since they are the two i know off hand are more accurate then i am (will shoot inside 2" at 23 yards). I bring out other stuff for fun or for friends, but the 22 keeps me accurate as there is nothing to hide errors in form or technique.
I reload for everything and could shoot any of a dozen other calibers, but other then for novelty, can't really be bothered any more. I watch new shooter after new shooter at my club with their 9 or 45 who can't group inside 8" at 7 yards and think they shoot well...they all think 22's are boring too...
the fact that it is cheap to shoot a 22 is a factor for a beginner, but the biggest part of the equation is that you have nothing to blame a miss on. If you have a ruger or a buckmark, and it's not shooting 10 rounds inside 1/2" at 10 yards (actually they can do it farther then that, but its a good starting goal) then you know you've got fundamental issues with sight alignment or trigger control...and nothing to blame it on.
You can learn to shoot well starting with a 9, but it's easier and faster with a 22...but it's all your choice, find what you like and have at er...