My first post in this forum but even I know what you should be hearing.
Anyone telling you to not even look at a certain caliber is doing you a disservice. They cannot know your needs, your budget or your preferences.
The "caliber wars" will wage forever. Bottom line - go shoot what you think might like. Move up and down the range (try shooting 9mm and 45ACP). Move up and down on sizes and weights of guns. Find what YOU are comfortable shooting and can shoot well. Then buy that.
What you should hear - the step up from 22 to 40S&W is a big one. Most people use the 9mm as the next step from a 22. But again, if you grab a 40 and are comfortable with it, great. I personally like the caliber but am not married to it. I have steered friends buying their first gun into 9mm after they shot everything from 22 to 45ACP.
Good luck in your search, and use your own experience to guide you more than what you hear in a store. Or on the internet, for that matter.