Another vote for the Kahr. They have 6 pocket sized models (9mm and 40) that are very high quality, and do not have needless safeties that render the gun useless in an emergency ( the ruger mentioned above has 7 safety features, half of them are known to cause malfunctions and render the gun a very small club, I had one and got rid of it).
The Kahr is as weather proof and corrosion proof as you can get in a firearm, very important in a tool you will carry close to your body summer and winter. Stainless steel and polymer or aluminum frame.
Learn to shoot at pistol distances, and look into the laser later, after you get comfortable with whatever you get.
I had long gun and revolver experience long before getting a semi auto. At one time I would have been nervous about the notion of carrying a semi auto without a safety. Sure changed my mind on that point.