What would you guys recommend as a first gun for a woman? I am not a big one and my hands are small.
With familiarity and practice, anyone can be adept with basically any gun.
As for "What is the best gun for a woman?" the answer is going to a frustrating "Whatever you like to shoot the most."
I know that isn't that helpful, but everyone has their preferences.
General guidelines:
The more bullets a semi-automatic handgun holds, the larger the grip
A steel gun will be heavier than polymer gun
A steel gun will have less perception of recoil
A larger gun will be heavier to hold, but will have less perception of recoil
A .40 caliber will feel like it has the most recoil
A 9mm will feel like it has the least
A Glock will likely have the largest grip out of all the choices
You basically have to handle and shoot quite a few guns to see what you like. Both the Springfield Armory Xdm and the Smith and Wesson M&P autos have interchangeable backstraps that will let you adjust the grip size.
My wife has medium size hands. She really likes the Smith and Wesson 686 plus, shooting 38 special +P
http://www.smith-wesson.com/webapp/...57769_757767_757751_ProductDisplayErrorView_Y
Her second choice is a semi custom 1911 style gun in 45.
Both are relatively heavy.
Lots of gun have dramatic differences in triggers. You have to handle them. It would be worth it for you try a 1911 style gun that has a tuned trigger with a stock double action revolver trigger, just so you can compare the difference.
A gun is a big investment and may save your life. It is a good idea to spend some time and money renting and trying so that you can figure out what you like. It is also very important to take a fundamentals of shooting class and then practice regularly.