I am going to say right now 9mm, practice ammo is far cheaper, the round is equal to the 40 cal. Most ignorant people will dispute that due to bigger being better policy impressed on anyone with a penis, however the data shows that even when comparing 9mm to 40cal in FMJ the difference is little at best. As for the hollow points, there is no disrnable difference in the rounds. Don't believe me here are the photos. Also might I add if your a new shoot the few extra rounds could mean the difference. The science says no difference between almost all 9 40 45 caliber debates, and the only real differences occur in heavy grain 357 SIG which isn't to popular yet. That however is still being researched and hasn't been confirmed yet.
Handguns suck, the difference in wounds produced between 9mm, .40, .45, is all quite small. If you're a new shooter the key to being able to stop an attacker is to hit them in the places that matter. Practice is the key and the cheaper caliber to practice with is the smart choice.
9mm for the reasons stated above - provided you use one of the better defense rounds - and there are several out there. You'll likely practice more and do it for less money. You'll also have better potential to introduce others to the sport when using the 9mm vs 40 - especially younger and older folks who may not like the snap of the 40 (yeah I know it's not "heavy" recoil but for a novice it's enough to induce more flinch than a 9mm would).