First handgun a .40? Ok, start smalla dn progress. Seriously! Learn the basics and the fundementals of shooting a handgun then progress. It's much easier to learn with a easy shooting .22lr chambered handgun than it is to jump in with a heavier recoiling/louder reporting handgun and get into bad shooting habits. Yeah, yeah, it's not "tactial" blasting away with the little .22 but it's less "tactial" to have terrible shooting habits, poor technique and poor accuracy because of these things.
Not wanting to discourange the purchase of the HK. I own the same gun and a 6 or 8 other Hk's. The USP40 can be a snappy little bugger. They're fabulous pistols. Just reccommending you start small so that when you are more adept at handgun shooting, the larger calibers will be more enjoyable as you'll lkely have better techniques and shooting skills.