A .22 is always a great choice as a first gun. And a revolver is a fine choice. I would steer you away from a snubbie and get something a bit longer since they are easier to shoot accurately. That new Ruger SP101 in 22is a sweet little gun and would be a perfect choice. Also check out the Single six or single Tens and well, although they are single action only. But still a great choice to learn the fundamentals.
As far as autoloaders go, the Ruger Mark series and the Browning Buckmarks are great affordable choices.
There will be a lot of people out there that will try to talk you out of a revolver. But if that's what you want, don't let anyone talk you out of one.
You'd be surprised how accurate you can be with a 22. I have a Dan Wesson .22 revolver that I regularly take out to the 50 yard range. I put out my 7 inch steel plate and have no problems hitting it(probably 75% of the time).