The shield is a fine first gun. Is recoil going to be more than a full size Glock 17, well sure, but its not unmanageble and really isn't going to be much more. Since getting CCW in our state many of my friends who are not shooters got along just fine with the shield. If you learn good shooting posture, and practice recoil is nothing on that gun. I would just stay away from .40SW as your first gun and maybe even 45 acp. Again, the shield is a really nice shooter so is the XDS 9mm. You could even look at the Kahr CW9 which is also fantastic.

Its starts with what feels best in your hand. IMO also stay away from the small revolvers like the SW 642. Those are ALOT more harsh to shoot than a small 9 auto. But if the gun feels good in your hand you will shoot it better and recoil won't be a problem.