Standard answer is 19. It's the do it all middle ground size that is small enough for carry and also big enough to be enjoyable at the range and for sporting purposes or for home defense.

If you are only a sport/recreational/competition shooter, get the bigger 17 (or 34 if you have really big hands or want to get serious about competing). 17 is also great if you want a handgun for home defense but won't be carrying outside the home concealed.

If you have a long gun for the home and need something smaller than the 19 to ccw, get a 23, 43, or 45. 45 is the newest and the best balance imo but the other two can be smaller in certain dimensions for your needs.

You'll notice these are all chambered in 9mm. No matter what size glawky you start with, it should be 9mm. Other calibers can come later when you start branching out.