Chris, welcome to TFL.
Shooting... it is fun, eh?
My own opinion is to begin with a quality .22lr. Cheap to feed, a hoot to shoot. Good learning tool. Once you have that mastered (or acknowledge that you are a serious student thereof), look for either a 9mm if semi autos interest you or a .38 spl if wheelguns are your focus. Move up the power ladder in that fashion IMO.
When your friends invite & offer to let you shoot, I'd ask them what other types of ammo you should buy and bring to continue your learning curve with their tools, but using your own fodder. Probably not necessary initially, but will be appreciated by all.
Stay safe SilverUnicorn. (oh yeah, speaking of "safe", make sure you know and practice the 4 basic safety rules too.)
May I also add, BB guns do kinda count, ya know? (You could shoot your eye out kid! old joke)
ETA: I can't spel so good