You've been getting a lot of good advice regarding the selection of a personal defense weapon. I have no arguments with anything posted so far.
However if you have some physical limitation such as hand size, strength, dexterity, etc., you might want to consider a less conventional option such as a NAA Mini-Revolver in 22 magnum. This is a small, easily concealable, short-range handgun. It definitely has it's limitations regarding stopping power and range but again, if you're not comfortable with a larger weapon, it's better than having no weapon at all. Here is a link to check out:
I have a pretty good array of personal protection firearms from 22 to 45 caliber. The 22 is a NAA mini.