TAKE HUNTER SAFETY! You will learn a lot more that taking a concealed weapons class, they will just try and scare you into purchasing a pistol. Do a on-line search for your area, I do know that Florida has free hunter safety class. They are lots of fun, and you will meet some nice people. Learn the rules of fire arms. http://pages.uoregon.edu/joe/firearms-safety.html.
As for a first gun. That is a personal choice, but keep in mind you will have 10 before you know it.