For a first handgun I'd suggest getting something big enough to have a decent sight radius and comfortably handle recoil. I think a duty handgun that is fairly popular is a good way to go. Glock/Beretta/Smith and Wesson should all be okay.

You need to try them out and see what you like.  The grip angle of the Glock is better for natural aiming of the gun (I think the Luger is similar) You don't have to "break" your wrist to aim a Glock-hold it and point and it should be pretty close on. Glocks also have the barrel closer to your hand than a lot of other guns.

Do you want a safety? I don't think this is important. Keep your finger out of the trigger guard, particularly when drawing the pistol, and you will be fine. But this is one main reason to not get a Glock. I like 'em 'cause you pull 'em out and start blazing-simple.

Action? Glock has a mediocre trigger pull, but it is the same each time. 1911's generally are sweeter and the same each time. Other double action/single action guns in my experience, are long on the first pull and short on the rest. This causes some people to have a "flier" because of the difference in trigger pull.

I have a Beretta 92 and it's okay, but I like my glocks better. It is easier to find hi-caps for the Beretta. A Beretta would be just fine if you like 'em.

The only real disadvantage of a .40 is it is tougher to get inexpensive ammo ball ammo to practice and play with. 9mm is really easy to get cheap and .45 is okay too-I'm not sure about .40 since it has never been a military round. The .40 and 9 Glocks do have a smaller grip than the .45 and 10. I have a .45 Glock and the grip is big-I don't mind it but a lot of people don't like it at all. The gun does need to be properly seated in your hand.

I'd look at a Glock in either 9 or 40 in the full size or maybe the compact but not a miniglock right away.

I think Glocks are pretty cool.

First off, which caliber?

9mm...inexpensive(relatively) for plinking, wide variety of defensive +P, +P+ ammo, least recoil compared to bigger calibers

40Cal...No experience, can't comment

.45ACP...for those that think bigger is better(I love it and wish I could carry it on-duty!)
3 glaring negatives for me: more expensive to shoot than 9mm, less magazine capacity, bigger kick. The major redeeming factor? Big freakin' holes in your target!

One thing no one has asked....what are you going to use it for?
Plinking and fun shooter = .22 revolver/auto, .38 revolver.
Plinking, competition, defense = 9mm/ .38 revolver
Defense = 357 magnum revolver (4" barrel min.),9mm, .45 cal.
There is my short to the point answer!