[Pond, James Pond]

Despite having been in your shoes once as far as the "not knowing what to buy", I'd simply suggest choosing some calibres you can afford (if buying a couple of hundred at a time makes you cringe, it's probably too expensive to consider) and then going to a gun shop and holding those in your range.

Make a short list.

Go to a range. Try to shoot as many as you can. As many on your short list as possible and any others your price range allows,, in as many calibres as you can from that list. Make your short list a bit shorter.

Then decide which platforms you like, in calibres you enjoyed of those you could still afford to feed.

Then scour the second hand market until you see a good deal on one of the models you felt you'd be happy with.

Will the gun be up to the job? Seems to me most manufacturers make guns that go bang when they are designed to.

I, personally, got a 3rd Gen Glock 19 as a good deal just turned so I took it, despite looking more at a Steyr at the time.

You might consider something that can be rimfire converted too such as the CZ range (but there are others), then you can de-stress for mere cents, but practice with dollars or cents depending on the mood...