Maverick87,
Welcome to the forum and Merry Christmas! I have both the 9mm & the.40 caliber. The .40 caliber has more knockdown power. The ammo prices aren't that much more. Example: Wal-Mart has Blazer Brass Target ammo, 50 rnd box of 9 mm =$8.97. Same size box of same brand in .40 = $12.47.
Since it's your 1st gun. 9mm would be a good choice. Whichever you buy, don't forget the Springfield Armory "Gear-Up Promo". If you buy your gun BEFORE January 15th. You can get 2 FREE magazines & a Mag pouch from Springfield. Click this link & download the form & follow the instructions.
Springfield Armory Gear Up Promo Site
Like others have said, you'll probably end up with BOTH soon.

And more. Bottom line: The 9mm will be easier for a Beginner to shoot, and less expensive to take to the range. As far as Defensive ammo goes, the 2 calibers are virtually the same price. The 9mm will have Plenty of knockdown power if you need that. Hope you never do! Shot Placement is key on any Firearm. Happy Shopping & be safe shooting!
Merry Christmas!