So, I am now the proud owner of my very first firearm: the Springfield
Armory XD Sub-Compact
It was a gift from my lovely fiancée, who also bought me a SuperTuck concealed carry holster from CrossBreed. She received from me the XD Service Model 9mm, as well as an “adorable” (her word, and I agree) dress she'd picked out at Caché. We've been thinking about buying pistols since last May (before we were engaged) and we finally had the money in our “Goal” account to do it. So we did.
There's a lot of training and reflection that needs to happen before purchasing a firearm. For one thing, you have to be able to overcome the psychological impacts of carrying a weapon. Personally, I like a quote from Robert A. Heinlein's Tunnel in the Sky on the subject:
“I know how good a gun feels. It makes you bright-eyed and bushy-tailed, 3 meters tall and covered with hair. You're ready for anything and kind of hoping you'll find it. Which is exactly what is dangerous about it—because you aren't anything of the sort. You are a feeble, hairless embryo, remarkably easy to kill.”
Aside from instant susceptibility to hubris, there's also the idea that one might actually want to know how to use the weapon, and I don't mean just shooting; cleaning and maintenance must be understood as well. If you're not reasonably familiar with whatever type of firearm you intend to purchase, you should go find some friends who are and go shooting or hunting with them a few times, borrowing their guns and accepting whatever training and advice they give you, before you decide what to buy yourself, or even if you do want to buy. It happened that one of my friends had a Springfield XD that both my fiancée and I thought fit our hands pretty well, so that's what we went with. Other people recommended Kel-Tec, Taurus, and Smith & Wesson products, but the XD just felt right.
Last thing (actually, probably the first thing) is the legal concerns of owning, transporting, and/or carrying a weapon, concealed or not. My current state of residence allows concealed carry and I've had a permit for some time; the law varies widely by state. If you're about to purchase a gun, make sure you know what the law is and make sure you follow it.