My first was a Kel Tec P32 from my father in law. For my first purchase I did my research, fired one a few time at a range, price shopped and was all set to buy a Gen3 G19 at a gun show in shipshiwana, but noticed a S&W SD9VE right beside it. Picked it up, loved the feel of it and bought it for $310. $200 cheaper than the G19. Still plan to get a glock at some point, but next purchase is probably gonna be a wheel gun.
No because then when you do get "used" to it you will be stuck with a cheap gun you don't want. It depends on what you mean by cheap gun though honestly... An option here though could be a 22LR pistol, as they are not really expensive, they are good to learn on, and are fun. But buying a quality pistol is always the right choice. You don't have to spend a lot of money, and go buy some thousand or so dollar gun. You can have a nice new pistol for half that. Or even less if you buy used, shop around, etc. Do some research and I think you will be more than fine.
So to answer your question. You don't want to buy something cheap, or the "best" (talking price here). Find something of quality you like that lies somewhere in the middle.
$399 for a S&W Shield 9mm. So far I love it. It seems to be a quality little gun at a reasonable price. I wanted something that was also a good fit in my hand, fun to shoot, and a possible carry gun as I get better trained. I also felt like a 9mm was a good entry caliber for a newbie like me to handle (cost & shootability).
Well technically my 'first' was one that was given to me by my step-father. But the first handgun I purchased was the S&W above... sort of as a birthday present for myself last year. I love it dearly, it's a GREAT gun.
My first handgun was an old Spanish S&W clone from Eibar in .32-20. The first one I purchased was a 3rd Gen Glock 22 for 575 OTD a little over a year ago.
First cartridge handgun... $59.99 for a NIB FIE Buffalo Scout 22LR S/A revolver back in '82, first handgun of any type,... $35 for a brass frame 36 Colt Navy repro back in the mid 70s.
My first hg was a Jennings .22lr. New one was $59.99 but I bought a slightly used one for $47.00. My 21st birthday and I just had to have a pistol. Still got it 25 yrs later but I sometimes wonder why... Still shoots good though.
My first handgun purchase was an H & R 999 Sportsman 9 shot 22lr top-break revolver, bought from a friend (with parents permission) for $25.00. That was in 1959 and I had just turned 17.
Here is one for sale now (not mine !)
The cuurent bid is $492.00 . Times sure have changed !