9 mm gun, what to get?

Nothing wrong with starting with a 9mm - but the choice depends on what you intend to do with the gun? If you intend to carry it, I would suggest that the 92FS is way too big. In fact anything of similar size will likely be too big unless you put a lot of effort in it and plan to wear cover cloths all year long. You can find a number of small concealed carry guns chambered in 9mm. The 92FS is a great pistol, but not really practical unless you are in LE or the military - or for a home defense gun. I've had a 92FS for many years but it has been religated to a house gun.

If you plan to target shoot or hunt with it I would recommend looking at a revolver in 38/357 - or even a big bore revolver.
I would also join some of the others in "highly" recommending a 22LR pistol - in addition to whatever else you get. They are great for practice, plinking and are just a lot of fun to have - and cheap to shoot.