A man in Germany was shot in the head. He didn't notice until he felt a lump... 5 years later.
The man believes that he was shot while partying drunk one New Year's Eve.
This incident reminds us of rule number 2 in a gun fight: "Bring enough gun." (Rule number one is: "Bring a gun.")
There are many factors when choosing a firearm. Getting enough gun is rarely thought of by the casual buyer. It's a gun right? No not right. Not necessarily everything that shoots will kill what you are shooting at. You need to make sure that what you are buying will do the job you are intending for it to do. For instance, you need to prepare a cake for 300 people. You would not hand beat the batter. You would use an electric mixer.
So you must define what is the mission of the gun. Just like in the purchase of airplanes and automobiles, you need to determine what is the primary use of this tool. If your only use for the gun is for target practice, there is no better caliber than the .22. Cheap ammunition and very little recoil combine to make one of the best platforms for learning and perfecting shooting technique. HOWEVER this is not the primary reason many people buy handguns.
Most people buy handguns for one reason. To kill other people. Call it by whatever name you want... Personal protection, self defense, carry weapon, blah blah blah blah. You are buying it to kill the bad guys. That is its mission. So what do the bad guys look like? A typical American male is 5' 10" tall and weighs 180 lbs. That is a sizable animal. If you shoot a person with a .22, unless you hit them in just the right spot, you are just going to piss them off. In the stressful situation where lethal force is needed, you want to be able to pull the trigger, have your target go down.
This is why you need to bring something bigger to your gunfight. Personally, I am a .45 bigot. I love the round. It is accurate, dependable, and makes a big hole. Its drawback is that I can't carry very much ammo. My carry weapon only has a six round magazine. With one in the pipe, I only have 7 shots. When I carry my man-bag, I have a reload mag, but that only has 7 in it. So, at maximum, I have 14 shots.
The same gun in 9mm will carry 8, with a reload of 10. Four more shots is a big deal.
Getting in to why a .45 over a 9mm is a different discussion, but at least you are having the discussion. Think about the mission of your weapon before you buy. Worry about bringing enough gun.