It all depends.
I'm from NJ and grew up in a family that was quite active in the shooting sports. Moved to PA in 2004, best thing I ever did but that is another story. Anyway, my background was in smallbore rifle and I actually didn't start shooting handguns until 5 or 6 years ago.
I live near Allentown PA and get over to NJ quite a bit for competitions. I say this just to point out that I have some knowledge of the current situation in NJ, which is not too good for those stuck in NJ but you can still obtain and shoot firearms as of today.
As far as ranges and clubs are concerned for handguns my personal preference is a private club. As with all things in NJ there is an expense. But the advantage is, I think it is easier to stay motivated and thus excel in the skills development if you have an outdoor range available and even more so if you get involved in some sort of competition. Also if you join a club that has an active group of like minded shooters you will make friends and get exposure to different things this will help nurture your interest. Standing in a stall at an indoor range, where the clock is ticking and shooting at a never changing bullseye target gets boring very quickly. I guess though it really depends on just exactly where in NJ you live and how much time and resources you want to put into it. But even here in NE PA, where there is a gun club under every rock and behind every large tree, I still travel 25 miles, passing numerous clubs along the way, to get to my club of choice.
The only thing standing between gun owners in NJ and the many gun grabbers in elected office is the NRA. The NRA Affiliate in NJ is
The Association of New Jersey Rifle and Pistol Clubs https://www.anjrpc.org/ You should
1. become a member of the NRA,
2. become an individual member of the Association of NJ Rifle and Pistol Clubs and
3. join one of the association member gun clubs
https://www.anjrpc.org/page/member_orgs . I'm still a member of the association and I left NJ for good 15 years ago. The reason why I urge you to join the NRA and the Association is strictly to support their efforts to hold back the rising tide of anti-2nd Amendment legislation. Membership in either of these organizations doesn't provide much in the way of privledges however if you join the association and you live near the Cherry Ridge Range for extra money you can join that club.
As far as selecting a handgun as your first, this is, in my opinion, one of the few benefits of a commercial range where you can rent handguns to try. For example in Lakewood (in the industrial park) there is a place, I think it's called Shore Shot, you used to be able to rent there, not sure if you still can. But once you figure out what you like and dislike in both firearms and style of shooting, commercial ranges can be a bit boring. Having said all this if your main thing is home defense then something along the lines of a 9mm autoloader such as a Glock 19 or 17 will be fine. The advantage of Glock is they are very dependable, simple to operate and if you decide later to get involved in the shooting sports there are literally 1 quadrillion upgrades and accessories for those firearms that can make them competition worthy.
If you can give me a rough idea where you live I can attempt to give you some advice on where to join and what to expect. My Dad was a founding member of Central Jersey Rifle and Pistol Club in Jackson Twp near Great Adventure. I was out there not too long ago, it really is a nice facility but quite expensive. I shoot at Old Bridge at least once a month, that is a nice place also, good people. There are numerous other good sold gun clubs in NJ.
You will notice if you haven't already that firearms folks are, if nothing else, committed to their brand of firearms. Nothing wrong with that but when you are starting out and especially in a state like NJ where even if money is not a consideration, the time and paperwork involved in purchasing firearms is a hassle. Not sure how it is today but during my 46 year stay in NJ for rifles and shotguns you get the Firearms Identification (FOID) card. For handguns you get in addition a
handgun purchase permit. These have a shelf life, used to be 3 months with a possible 3 month extension. So you have 6 months to decide on a handgun purchase. Firearms folks usually keep a valid purchase permit on hand even if they have no intention of purchasing one.
I'm basically a revolver guy. The question you ask on this forum is basically opening up a can of worms. For someone that is not going to carry then my suggestion is a revo with a 4" barrel. The thing about new stock revolvers is they come standard with very heavy triggers. You will hear all kinds of advice on this here forum but as a general rule there are really only two (2) revolvers for a newb to consider, Smith and Wesson and Ruger.
As mentioned both will probably have heavy triggers out of the box and revolvers are more expensive than plastic frame autoloaders.
When I started shooting revolvers it was my intention to get into competitions so for that reason my revolver collection is all S&W. For someone that doesn't know where they are going with respect to handguns either the S&W 686 or Ruger GP100 both with 4" barrels and chambered in .357 Magnum which can also shoot 38 Special.
A 22 Rimfire handgun is not intended for protection but I think the best place to start off, learn skills. The Ruger Mark 4 is very popular and is an improvement of the previous Mark 1/2/3 in that they are easier to take apart. Both of my kids have Mark 3 target and really like them. My rimfire pistol is a S&W Victory. I have it set up to shoot open rimfire pistol in Steel Challenge. Mine runs like a clock but it took some time and effort to get there. Both Ruger and S&W have all kinds of aftermarket stuff and upgrades, the Ruger probably more variety because it has been around for a long time. You will spend about $400 for the basic handgun. My victory, when I add up all of the extras and upgrades and magazines I have well over $1000.00 into her, actually about $1200.00 With firearms the sky is the limit baby!