Have you fired .40 caliber before? I like the round, but a lot of people don't care for the recoil. It's not really forceful, but it seems to have more of a snap to it than a lot of similar rounds. I think it's a good compromise (power vs. mag capacity), and ammo is relatively cheap. I do have two problems with it though.
If you're going to depend on any firearm, for anything, you need to practice a fair amount. It's a little expensive to put a lot of .40 downrange.
The other thing is if you haven't cemented your fundamental pistol skills, you're not accustomed to dealing with recoil, and you find the .40's recoil unpleasant you're very likely to develop a slight, involuntary flinch that happens just as the sear lets go. It'll wreak havoc with your accuracy.
My first pistol was a .40 caliber Glock. Good gun, good round. I didn't care for it at first, I couldn't hit anything past 20 yards reliably. I blamed the gun itself, and decided it just couldn't until a friend of mine picked it up and started hitting a coke bottle at 50. It took a long time to break that flinch.
For a first gun I'd recommend something like a S&W 19 in .357 magnum. That's what I started my mom and my sister out on (both of them fired the glock once, said they didn't like it and refused to pick it up again). It's a good compromise, not too hard to find, they're cheap, very reliable, well made, and you can use cheap, low recoiling .38 special to practice with.
If you go with the .40 I'd recommend getting something like a Walther P22, or other .22 caliber pistol. Practice with that a lot, and the .40 a little and you'll be much more accurate.
With modern bullet technology just about any round can have adequate stopping power. Getting a gun with a little less recoil, and then loading it with hot loads (as long as it can stomach them), it a better solution imo than getting something with a lot of punch, but is unpleasant to practice with.