Welcome hawken50! I've found the P99 to be a great carry piece and I can conceal it fairly easy with jeans and a t-shirt.
That being said, it comes down to how comfortable you feel with the P99. Most first timers who have little experience with handguns I tell them to get a good revolver. Especially if the person does not intend to shoot much. A revolver is much easier to use and more reliable. You said you wanted a .40. That would be my preference also, however, the .40 is "snappier" and may not be easily controllable for you. A well place 9mm shot will do much better than an errant .40 shot.
I would suggest that you find someone with a .40, preferably a P99 and try it out. If you like it, than get one and then practice a lot with it. Go get some training, Then go to an organized pistol shoot like IPSC or IDPA and hone your skills.
One thing to consider on the compact models is they are great for close range shooting, but the farther out you get, the less accurate they are. But they are easier to conceal.
Good Luck! and let us know if you have further questions.