If you're truly interested in becoming proficient with a handgun, as opposed to just making a bunch of noise, a .22 should always be your first purchase. Your second purchase should be a case (5,000 rounds) of .22 ammo. After you've used up most, maybe all, of the case in real practice sessions you can think about your next caliber handgun.
I have about 100 guns in the safe. I still own, and regularly shoot, my first handgun, a Ruger Single-Six revolver I purchased about 40 years ago. I probably still shoot more .22 rimfire ammo than all all other calibers combined (I reload for maybe 30 or so different cartridges) and I don't think my experience is at all unique.
Your buddies may or may not be dullards, but they're certainly giving you bad counsel in this case.
NRA Benefactor Life Member
Pemigewasset Valley Fish & Game Club