Best to start with a class if you can.
If you can't, it's not the end of the world.
Don't listen to TMM; the smartest way to start familiarizing yourself with a pistol, whether you're an old hand with a new gun or a new shooter, is to start with load one shoot one drills.
Load one, shoot one. Repeat five times.
Load two, shoot two. Repeat five times.
After that, you can either work up gradually -- load three, shoot three, load four shoot four etc -- or just go ahead and load a full magazine. Either way, don't get going too fast and if you start to feel confident, slow down again because that's when accidents happen.
Load one shoot one drills are slow and ungainly, but are really the best way to familiarize yourself with all the functions of your new gun.
Important: in doing these drills, do not neglect to use the safety. Put it on immediately after loading, every time. Turn the safety off as you raise the gun to fire, every time. Put the safety back on as you remove the sights from the target, every time. If you are conscious of muzzle direction and trigger finger discipline the use of the safety won't matter that much at the range, but you do want to be building in the very very important habit of employing the safety every time you load the gun. It has to be built into your muscle memory.
Be very acutely conscious of muzzle direction at all times. It is easy for new shooters to get distracted by gun manipulations (racking the slide, removing the magazine, whatever) and lose track of where the muzzle is. Don't do it! Keep your awareness focused on the direction the muzzle is pointed at all times; if you need to change the angle of your body relative to the gun, move your body (not the gun) so that the gun remains pointed downrange at all time.
This is especially important for rifle shooters moving to handguns for the first time. It's relatively easy to control muzzle direction on a rifle, and relatively harder to watch muzzle on a handgun. Don't get lulled by a sense of familiarity; a short barrel drifts around a lot more easily than a longer one.
Your brain already knows about trigger finger discipline and about muzzle direction, but your hands don't know yet. Don't think you know more than you do, even though you "know" all this stuff. Take it slow at first even if it seems silly!
Hope that helps.
Whups ~ Forgot to add, start with the .22 and don't use the CZ until you're ready for it. When you do move to the CZ, practice doing the first shot with the hammer decocked, in DA mode. It'll serve you well later on, if you're interested in self defense shooting at all.
pax