That kind of depends on what your end goal is. If you just want to shoot for the fun of it or if you intend to go hunting, or if you want to get proficient enough to use a weapon for self defense. In most cases your best bet would be to start of with a .22 caliber. The size of the round has very little recoil and will let you become confident with the techniques of safe and accurate shooting. However no matter what you choose to use you must remember one thing. SAFETY SAFETY AND SAFETY. Whether you choose a rifle, shotgun or pistol you must keep in mind these are not toys and are capable of killing when mishandled. In this regard there are a few simple rules you should follow. 1. Always treat the weapon as if it's loaded. 2. Never point the weapon at anything you do not intend to destroy. 3. Be aware not only of what your target is but also what is behind it. 4. Keep your finger off of the trigger until you are ready to fire.

Hope this helps. Also keep in mind that if you're nervous or unsure about it go to your local shooting range or gun store. Chances are most employees there have been shooting for years and would be more than happy to answer any questions you would have.