Welcome and just remember what opinions are like.
First of all, yes, absolutely train. Don't let the lack of military experience thing intimidate you in the least. (In the army now, I shoot a grand total of 49 rounds a year to zero and qualify.) NO ONE is above training. Massad Ayoob (If you don't know who he is, look him up and buy a couple of his books, "In the Gravest Extreme" to begin with,) takes at least one week off every year to train. If HE still needs training, the rest of us do too.
I have oft commented in here that I believe a lot of the compact gun philosophy is hype spurned by a robust gun industry and the gun magazines, who would convince me that I need a carry gun, a backup gun, a truck gun, a home gun, an 'open carry out in the woods' gun, etc. I'm far from rich, and I can't buy every gun I WANT to buy. I've settled on one gun that does everything I NEED it to do. (A full-size 1911). Maybe when I'm rich, I'll broaden my view of need.
I would definitely advise that the first overwhelming priority should be to use the gun you shoot best. For MOST of us, a better sight radius (determined by the distance between the front and rear sight,) and more weight mean you can shoot faster and more accurately. (A full-size handgun.) If this is SERIOUSLY what you want to do, use the gun you shoot best. If, down the road, you become better, and feel that you can shoot a compact as well or almost as well as you can a full-size, get both. To ME, shootability is by far the most important factor. Comfort is a very distant second, if that.
Comfort is relative. It's not like you can slip a compact into your waistband and suddenly not know it's there. If you get a mall ninja who got his permit 62 days after his 21st birthday, you can hang a desert eagle under his left arm, and he will swear it feels great, doesn't notice it. On the other hand, if you take a petite female who is not at all comfortable around guns, and put a sub-compact Glock in her waistband, purse, or around here ankle, she will swear it weighs fifty pounds and everyone knows she has it.