Google for parallax to get an explanation of what and how. In short, a scope is set for a certain distance, and its optics are optimized for that distance. Closer (and to a lesser extent, farther away) the error between where you see the reticle and where it "really" is becomes pronounced. Most hunting scopes are set for 100yds, so if you routinely shoot closer (e.g. 25yds) then your Point Of Impact will be much more sensitive to your head position, etc, as the reticle will "move" more as you move your eye position.
This is why we're all suggesting an "Adjustable Objective" or "Adjustable Focus" or "Variable Parallax" (all different names for the same basic thing) scope. The P22 you're looking at is FIXED focus:
http://www.nikonsportoptics.com/Nikon-Products/Riflescopes/P-Rimfire-2-7x32-Nikoplex-with-Extra-Turret.html
"Parallax Setting - Other 50 yds"
So it's a decent compromise at 25yds and 100yds. For not much difference in price, I suggested the Prostaff Target EFR (#6734):
http://www.nikonsportoptics.com/Nikon-Products/Product/Hunting-Optics/PROSTAFF-Target-EFR.html
"Parallax Setting - Other 50 yds - 8"
Interestingly enough, I notice the website says 50yds to Infinity, but the scope is marked with 10yds and 25yds in addition, so I think the online spec has a typo. In any case, the rifle is deadly accurate at 25yds with the parallax set at 25. Actually I just went and looked at the manual and it lists 10yds to Infinity.
I still suggest you look at the Prostaff Target EFR
- it provides the features suggested in this thread with the exception of the super-high magnification. I would argue for a youngster that 9X will be fine for the 100yd shooting he's likely to do - and if the glass becomes a limiting factor, you can always move him into a higher dollar scope. Sure, a 30 or 40X would be nice for shooting dimes at 100yds, but for anything but serious competition, he'll be fine at 9X, IMO. FWIW, you're looking at probably 4 to 6X the money for that kind of scope. I got a closeout deal on a Bushnell Elite 6500 4.5-30 a while back for only ~2-3X what my daughter paid for her EFR, but you can't count on finding a deal on any given day.
Just my $0.02
Richard