For deer hunting, the effective range on a crossbow is actually less than for a good compound. Crossbows are LOUD. Loud enough for a deer to "jump the string" on a long shot. An expert archer can reach out to 50 yds and beyond with a good compound. By the time a crossbow shot bolt reaches past about 30 yds, the deer has heard the shot and started to crouch for running away.
That being said, most archery shots are less than 30 yds anyway. And, like has already been mentioned, gaining a minimal degree of proficiency takes less time with a crossbow than a compound.
If you do decide on a compound, there are several things you must keep in mind. First is bow fit. Bows are like golf clubs in that they need to fit the user. What works for one shooter will not work for the next guy. You can't just order one off the internet an hope that it will work unless you've done some advance work to determine your drawlength requirements. Your best bet is a good archery proshop. Then, after you purchase the bow, there is a whole lot of adjustment to be made. Again, a good proshop will be your best friend.
Finally, there is technique. It is REALLY easy to start with bad form. Once you develop those bad habits they will be hard to break. For your first few hours of practice, you really do need a good mentor to get your form correct.