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You have received some good advice already. Carrying a weapon is not just about caliber, but is also about the system (gun, holster, other gear and carry style). For each individual, that system is going to be unique and is based on our individual strengths and weaknesses.

As others have said, caliber really depends on your comfort level and the more you shoot the less recoil sensitive you will become. I personally believe that .22 magnum can be a reasonable choice for some folks depending on their situation. Ruger makes an LCR in .22 magnum that might be worth your time to take a look at. While you are in the process of getting your CHL, try to get in as much range time as you can. You may be surprised how much your tolerance for recoil will improve after a half dozen trips. A .38 special or 9mm may be ideal for many, but only you know your comfort level. Concealed carry is definitely not a one size fits all proposition so you have to pick the carry solution which is right for you. Good luck and welcome!