Since this is your first handgun, shoot some before you drop a ton of cash into one.
It would suck to drop $2K in a 1911, a grand in a Sig 226, Hi Power, or some HK, just so when you first shoot it you learn you hate the design and the way the pistol recoils.
Find a platform that you like, be it pistol or revolver, then find a caliber that soots your need and wants. My first handgun was a 657 when I was 16, I loved it and still love it. So just so it's your first handgun doesn't mean you have to go small, or large, just get something for your needs.
If you find something you like, say a 1911, CZ, Sig 226/229/220/ etc. then you always could look into a .22 caliber conversion for them. That's if you want to shoot a lot without the recoil or expense.
Oh, since you're in Illinois, don't get any pistol that is all black. I hope you never have to use it in self defense but if you do and it's all black well then next thing you know it the people on the news will say you defended yourself with a fully automatic assault pistol capable of firing a million rounds a minute with no need to change magazine because it never runs out of ammo
