I can assure you that .22lr isn't harmless. The Israeli use them successfully against terrorists. Lots of SF commandos has .22lr rifles and pistols in their armory.
My favorite caliber is .22lr. I shoot between 50,000 to 100,000 a year when I was very active in shooting and young. Now a days around 25,000 to 30,000.
Yes most gun range has pistols (and some might have rifles) for loan. However you have to buy their overpriced ammo to use them.
Firearms are good investments. For personal safety as well as financial. Firearms do not lose much of their value if any over time even if used. So you should buy at least one pistol, rifle, and shotgun.
For first time shooter I suggest you load one round into the magazine so you know how the recoil feels. After that load as much as you like. Everybody gets nervous the first time but after that, like everything else a non-event.
You probably going to shoot a pistol first so I suggest you read this. Do not let the firearm control you. You control the firearm. Force your will into it. Don't be scare of gun. Firm grip!
http://www.ar15.com/content/page.html?id=290
Remember the four safety rules. These rules can't be broken.
Rule #1 - All guns are always loaded.
Rule #2 - Never let the muzzle cover anything you are not ready to destroy.
Rule #3 - Keep your finger off the trigger until your sights are on the target.
Rule #4 - Be sure of your target and what is beyond it.
Here is my list of top pistols and rifle. Not in any order.
Pistols:
1911
Glock 17 or 19
92FS
Browning HP
CZ 75
Rifles:
AR15
FAL
Rem 700
Ruger 10/22
AK
If you have anymore questions feel free to ask.