I started out with a "I have no clue whatsoever" brand bolt action .410. It has been passed around everyone in the family for a first shotgun. I hunted rabbits, pheasants, grouse...you name it.
It's a great starting cartridge; low recoil, (typically) light weight, and still packs enough punch for upland bird hunting. As armed hiker mentioned, it's just expensive for what you get. I think that for someone who handloads, you could do better with a 20 gauge and low recoil 3/4 oz loads in a short barreled single shot.