Can't say I'd compromise and get one that would cover both concealed carry purposes and target shooting. Regardless, go with the one that fits and feels best to YOU.
I would however having never had a handgun before suggest starting with something a bit milder than the 9mm to assimilate yourself to the handgun area. having stated the .40 was way to much recil and you flinched anticipating the recoil is a very good indication you should start samll, as everyone should. Nothing wrong at all with starting with a .22lr chambered handgun and progressing as your experience allows. It also allos a LOT of inexpensive practice that'll carry over into the largr calibers. It's easy to learn with the .22lr and get any bad techniques out of the way than develop improper techniques with a larger caliber and not be able to drop them. Start with the basics and then move on. Did you have a tricycle or training wheels before a big boys bike?