You didn't say where you are, but like Cajun said, alot of the ranges have some sort of ladies night and many will let you rent guns so you can decide what you like.
Personally, I carry an LCP, I know it's a small gun, but I'm a small gal and it fits me. I have an LC9, but haven't made the switch yet. Try both of them out, you might like one of them.
Something to keep in mind. From the sounds of it, you had never really shot before, then you went to the range and fired off a full box with a small gun
of course your hand is going to hurt. Heck, I can't run much more than a couple of magazines through mine without taking a break.