You didn't state the purpose of this 1st gun or your previous experience with firearms. If you have never used a pistol before simplest is best. A revolver is more reliable that an autoloader, no safeties, magazines and NO JAMS. However in most cases a revolver does not hold as many rounds. As for cheap ammo if you want to practice a lot and have fun, nothing is cheaper than .22LR. If you want it for self defence a 38 Special revolver (5 shot J frame) is the surest and cheapest way until you are experienced. Clearing a jammed autoloader may take a novice too much time in a life or death situation. BUT MOST of ALL no matter what you get for a first gun it is a matter of practice, practice and more practice until your actions are automatic. A trip to a gun range every 6 months will not cut it. As for cheap centerfire ammo that is a thing of the past unless you are willing to reload. You can even get into casting lead bullets yourself using discarded wheel weights. This will give you cheap practice ammo and then use the factory stuff for defense. It is not necessarly a big gun that is best. A center of mass hit with a .22LR is better than a miss with a .357 or .44 Magnum, unless you are close enough for the muzzle blast to knock them down.
I have been shooting handguns since 1964, rifles since 1957. I started reloading with a Lee loader and with in a couple of months got a bench loader. At one time I was shooting 200 rounds each weekend. Now about 200 a month. I still reload but don't cast anymore. My carry guns are a Kahr CW9 (9mm Luger) for front pocket carry and a Smith & Wesson 686 .357 magnum revolver for OWB carry. I practice alot with some fun guns a Ruger Mark I (.22LR) and a Ruger .357 Blackhawk. So I use both revolvers and autoloaders.