My first Handgun was a Glock 17 in 9mm.
I decided to pick up a glock because it was a simple reliable cheap handgun. It breaks down quick and easy for cleaning and after thousands of rounds I have never had one single issue with it. After owning it for 6 months I picked up a Storm Lake barrel for it and a stainless guide rod. I noticed a very significant improvement in accuracy with the Storm Lake barrel.
After I bought my Glock I purchased a Sig Sauer Mosquito 22LR. Not a bad little gun. Little picky with ammo but wouldn't recommend it as there are better options out there now.
Third handgun was an HK P7 PSP 9mm amazing gun, very accurate.
Fourth was a S&W 500 Magnum, what can I say? Felt the need to own a hand cannon
My fifth handgun that arrived last week and which is more along the lines of your question is a STI Spartan IV in .45 ACP. While its not a 9mm I would imagine it is exactly the same aside from calibre. I can not say enough good things about this gun. It absolutely blows my mind at how smooth the slide is, it doesn't feel rough and cumbersome. It's an absolute gem as far as quality is. Shoots extremely well and is worth every bit of every penny that I spent on it.
ITS JUST SUCH A ###Y, REFINED PIECE OF METAL
I always say that when it comes to picking your first Handgun make sure you not nay buy what is cool, in style, new etc etc. it's all about how it fits in your hand. As far as calibre, if you can afford to shoot a .45 ACP then shoot a .45 ACP. Little too expensive then go 9mm.
FOR THE LOVE OF GOD DON'T BUY A .22 LR AS YOUR FIRST PISTOL. GOOD PLINKER WHEN JUST HAVING SOME FUN, IMPRESSING THE CHICKS OR LETTING THE WIFE SHOOT. IT JUST SCREAMS WHIMPY.