The caliber debates go on all the time on the gun forums. If you're new to handguns, buy something you can afford to practice with. IMO, that would be the 9mm. Due to advances in bullet design over the years, the spread in performance between 9, 40 and 45 has become narrower when it comes to self defense rounds.
Note: none of the hangun loadings have "knockdown" power. The old saw about hitting someone in a finger with a .45 and seeing the guy fly backwards is a very tall tale (to be kind).
The .357 sig auto round wouldn't be a good "first gun" caliber, IMO. Expensive, noisy and a "handfull" in some platforms (Ditto 10 mm). Glock isn't the only manufacturer of .357 Sigs, btw.
I think a .357 revolver would be a great first handgun. Low cost of 38 Special ammo (and low recoil in a steel gun) means you'll shoot more. There are a lot of loadings in 38/38+p and .357 to choose from and, unlike semi autos, revovlers aren't "ammo sensitive" in regards to feeding different bullet sizes/shapes/weights and powder loadings (reloaded cartridges).
I think learning to shoot a double action revolver teaches a certain amount of discipline in shot placement and accuracy. You know you have 6 shots and you better make them count as opposed to the semi-auto "spray and pray" method. Two of the best shots in my steel plate club shoot revos. We have a few semi-auto guys who load 14+ rounds of 9mm and they shoot a lot more ammo. Kind of "quantity" vs. "quality" shooters, IMO.
Hanging around gunshops to gain knowledge: Similar to going to B&Ms and being told mold is plume or getting vehicle advice from a salesman: "Yep, this truck has the new "Hemi" diesel". A gunshop is the last place I'd go to learn about guns because the chance of finding someone who really knows what they're talking about is pretty slim and, if you're new to handguns, how will you know if you're getting good advice or "uninformed" opinion or just plain, ol' B.S.?
I really think your best bet is to read the forums I mentioned. Yeah, you have to sort the wheat from the chaff but you'll get on to that after awhile.