Kudos for seeking out training and instruction first.
I'm very partial to a quality handgun in 9mm or larger. Equipped with a blinding LED flashlight and maybe even a laser sight, it's a very intimidating package that may prevent you from ever having to use it. My "things that go bump in the night" weapon is a Glock 23 in .40 with a Streamlight LED light / laser mounted on the rail.
Many training facilities and ranges have weapons you can rent. Try out several and ask the advice of folks you trust before you make a purchase. Then practice, practice, practice.....and practice some more. Did I mention practice...??
Lastly, along with the weapon, you need a way to secure it. I have a large floor standing safe, but bought
one of these for daily storage. If we leave on a trip, the guns go in the big heavy safe, but the Gun Vault is pretty cool for daily storage, and is mounted near my bed so I can get into it quickly if required.
....did I mention practice...??
Be safe and good luck - N.F.H.