XD's are good. The backstrap safety is a bonus since you are getting started. On the caliber. Bigger calliber generally means more stopping power in an auto pistol. The draw backs are higher ammunition, higher recoil and slower target acquisition for follow up shots. A 45 is very manageable to a medium framed person or larger.
You may want to get a 22 Lr pistol for target. It's just cheaper to shoot so you will be able to fire 10 times as much or more for the same amount of money. Or you could get a popular model such as a glock and get a 22 conversion for it. They are around $200, well worth the money if you intend to shoot a lot. If not interested in a conversion a ruger mark 2 or browning buckmark mimic the feel of many popular autos. As of yet the xd does not have a 22Lr conversion on the market.
As for working your way up to a larger caliber many of us started with a 45 in the service. They are not terrible on recoil.
My advise would be to get input from these guys. Then take a safety coarse. Then rent what you are interested in before buying. With a decent range master, he can help you out a lot on your purchase. Your questions need to be expanded a bit for these fellows to help you. Is it for concealed carry? Home protection? Just plinking? How large are your hands? Do you have a spouse that will shoot with you as well?
Good Luck.