All guns will be loud. Some will be louder depending upon the circumstance. A 22 indoors is quite loud. Just assume they're all loud enough to require hearing protection.
Small and lightweight generally do not go with "easy to shoot". Many times, a smaller handgun results in more noise and is more difficult to control. Get a small gun whose grip does not support all fingers and the palm only AFTER learning to shoot. Keep this in mind.
The grip should fit your hand. Your palm should be FULLY supported. It should be comfortable and not dig into your hand. The barrel should be of sufficient length to facilitate sighting. The sights must be easy on your eyes -- visible, with notches wide enough that you can easily discern where the shot is going to go.
It is imperative that you be able to reach the trigger. The finger goes on the trigger in a certain position. You'll need to be able to achieve that if you want to shoot well.
Mechanical safeties are important, but your brain is really the only safety. Use it! Don't buy into the notion that "more safeties, the better". Take a gun safety class BEFORE buying. The NRA offers a NON-SHOOTING gun safety class. Look for a local Izaak Walton League or shooting club.
NOTE: try to avoid guns that mount the safety on the slide. Generally, these safeties must be flipped up in order to shoot; pointing down equals "safety engaged, no shooting". This is a problem on a defensive firearm when doing an emergency reload because the hand may accidentally engage the safety during the procedure. Stick to either no external safeties (like on the Glock, SIGs, or any revolver) or thumb safeties (like on the HiPower and 1911).
Examples of firearms that have slide mounted safeties include most Smith and Wesson semi-automatic pistols, the Walther PP series, and Beretta semi-autos. Get one if you wish, but understand what you're getting into before you make a $600 mistake.
Remember, you're learning to shoot. This is a VERY different goal than getting a small hideout gun. Again, get the small, hideout gun when you know what you're doing, but not before. You will only get frustrated, especially if you attend a defensive gun class.
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You don't need to start with a 22. It's often recommended, but most folks only have one gun. If you can have only one gun, then get it in a defensive caliber. If you do get a 22, take a look at the Browning Buckmark, Ruger MkIII, Ruger 22/45, Beretta 87, and Walther P22. Don't forget the 22 revolvers: Ruger Single Six and S&W 617.
In defensive chamberings, some common calibers are:
38 Special, 357 Magnum, 9mm, 10mm, 45 ACP, 40 S&W, 357 SIG, 45 GAP, 41 Magnum, 44 Magnum, 44 Special.
The common calibers for semi-automatic pistols tend to be 9mm, 40 S&W, and 45 ACP. For revolvers, it's usually 357 Magnum, 38 Special, and 44 Magnum. You will find that 9mm is cheaper than the others. It is adequate for defense; don't get stuck on caliber because the overall differences in effectiveness against humans are statistically small. Pick the one that you like and stick with it.
Try as many guns as possible before buying. Some examples of guns that I have found to be good for personal protection include:
Glock: 17, 19, 20, 21, 22, 23, 30, 31, 32, 34, 35, 36, 37, 38
SIG: P220, P226, P228, P229
HK: USP, P2000, P7M8
Springfield: XD. No 1911s.
S&W: M&P, 686, 610, 625, 629, 10, 686+, 57, 60, NOT the lightweight revolvers from small to large
CZ: Any with full sized grip.
Ruger: SP101, GP100. They offer semi-autos, but I find their grips to be goofy. May work for you.
Kimber: None. Avoid the 1911 platform until you know what you are doing.
Colt: Avoid 1911's until you have experience. Avoid their older guns due to parts availability.
Browning: Hi Power
FN: Hi Power.
Beretta: Any 9mm or larger without a slide safety.
Taurus: OK quality
Keltec: Too small
Kahr: K9, K40, K45(?) and variants. The K9 is made for smaller hands.
A note on the 1911:
1911's are afficionado's guns (so say Hilton Yam and others). They can be picky and not function well. You may get lucky. I like the gun, but I STILL have no functioning 1911 after around $5,000 in guns, ammo, parts, and gunsmithing. You have been warned. See 1911forum.com/forums.
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My preferences lean toward the Glock mid-frame guns (19, 23, 32) and Glock minis (26, 27, 33). I even carry one of each, but I'm weird. I came to this conclusion after owning most of the guns in the above list (and a few not on it) and firing several thousand rounds through them. Current favorites include the SIG P220 (1993-1998 models), SIG P220 SAO, Browning Hi-Power, and S&W revolvers in 10mm and 45 ACP. But when I carry, I use dual Glocks built around the same caliber (so the magazines work between guns).
I'm sure there will be lots of complaining about my 1911 comments. That's fine; those folks either got lucky, don't shoot a lot, purchased an expensive custom gun, or know how to keep them running. If you get into 1911s, just bite the bullet and buy a nice custom one from a manufacturer that has a reputation of GREAT customer support. FYI, the Kimber Warrior seems to be a good starting point at $1100+. I inspected one owned by a family member and it was nice; his experience with it has been positive.