There are several reasons for purchasing a .22 caliber handgun.
First, a .22 caliber will help you learn trigger squeeze. Trigger squeeze is a vital shooting fundamental and, with any sport, fundamentals needs to be practiced frequently. There is no recoil with a .22 handgun and so you can concentrate on trigger squeeze, grip, aiming and follow through.
Second, the ammo is inexpensive. Compared to other larger calibers, the .22 ammo is inexpensive and consequently, you will shoot frequently.
Every manufacturer makes a .22 caliber handgun. A major consideration is take down and cleaning. .22 handguns need to be cleaned frequently. Be sure you can take apart, clean and re-assemble your .22 before you invest in it. Check the manufacturer's website for any videos they may have and YouTube contains a number of field stripping videos.