You just need to pick out a gun and buy one and get to know it. All the talk in the world won't help you.
You're approaching it like you're looking for a wife. Wrong approach. Approach it like you're buying your first power drill and first learning how to use one. The only way to learn is to throw yourself in and have fun.
You should probably shoot a gun then.
I'm rolling my eyes at this HORRIBLE advice.
Buying a gun is NOT like buying a power drill. It's not something to go out and just pick up. A gun can kill. There are a million considerations to becoming a first-time firearms owner, the foremost of which is SAFETY. This means safe handling, use, and storage of the firearm. It's not a toy, High Roaders, and to imply that purchasing a gun or firing one for the first time is a casual experience is
completely irresponsible.
It may come as a shock to some of you that not everyone's blood runs with gunpowder, and that not everyone has even a basic concept of firearms safety. The shooting world can be intimidating, especially for a city boy like me. Walking into a gun shop for the first time isn't a comfortable thing for some people. Responding that the OP should "just go get one" is nuts. Safety is step 1, not buying a gun.
NOW, back to the point...
I bought my first gun in February of this year, and I was in the same situation as you, OP - never fired a gun before, didn't know where to go, what to do, etc. It can be kind of paralyzing when the first steps aren't clear.
In a perfect world, you'll have a friend or family member who is experienced and can take you shooting. A co-worker was my "in" to shooting.
Whether or not you have somebody to go with you, do research on the 4 rules of safe gun handling (Google) and firearms safety in general. This forum and the internet in general are good sources.
Once you feel like you can keep from shooting yourself or someone else, go to a range that rents guns, rent something in 9mm or smaller (I started with a 9mm, but .22 is probably best because as others have correctly indicated, recoil is minimized).
Shoot, starting at short range, with only one round in the magazine for the first couple of shots. Once you feel comfortable controlling the gun, load it with more. It's like riding a bike in terms of technique - the more you do it, the more agile and confident you'll be. Follow all of the range's rules, and have fun! But first, foremost, and always - BE SAFE!