If I could only own one gun, it would probably be a .22 LR with the possible exception of a shotgun, but the .22 mag is useful for a lot of medium sized game and even for self defense. It has more than twice the energy of the .22LR and about the same as a .45 auto.
I have noted in killing varmints and feral animals that it is much quicker to kill than a regular .22 when shot in the body.
"The standard 40 grain bullet is now advertised to have a muzzle velocity of 1,910 fps in a 22" rifle barrel and carries 324 ft. lbs. of energy. From the 6.5" barrel of a revolver the velocity is 1400 fps with an energy of 174 ft. lbs"
45 ACP out of a six inch barrel has about 495 ft/lbs of energy.
Comparing both in a handgun, the 45 has almost three times the muzzle energy.
In my younger days I dropped a few deer with a .22 mag. It's a good gun but not for learning. .22 LR ammo is so cheap it's the logical choice for a newbie.