The absolute best thing you can do especially if this is your first firearm, is to go to your local gun range and rent them. Most ranges rent by the hour and have the policy that you can shoot as many guns as you’d like during that period. So, if you think you’re interested in a caliber buy some ammo in that caliber (from the range, most ranges do not allow outside ammo in their rental guns) and try out all their guns in that caliber. Then go back and try a different caliber and run the gun gamut again.
Eventually, you will find the gun and caliber that feels like an extension of your body and is most comfortable for you to shoot. But keep in mind comfortable to shoot does not equate to comfortable to carry. Especially if you go full sized! And that is where having multiple guns makes sense. During the Winter you don’t mind wearing a belt weighed down with a large firearm but during the Summer you might want something that is easier and lighter to carry on your waist or in your pocket.
So, to reiterate on how to choose the best gun for you, simple trial and error through the process of elimination using rented guns! Much cheaper than buying and selling for a loss because you don’t like your purchase.