In Tennessee, it's called a HCP (Handgun Carry Permit). With it, you can carry openly or concealed.
I had very little handgun practice before obtaining my HCP, and I had no trouble passing, Both the written and range tests were extremely easy. Not sure how anyone manages to fail.
I am also in Springfield. I have a free range pass for Guns & Leather. If you'd like, you can have the free range pass to use for some practice before taking the course. if you do not have anyone who's familiar with firearms to go with you, I'll be more than happy to go with you.
As far as the .22 goes, if that's what you are comfortable with shooting, feel free to use it. Much less recoil than anything else. I don't think you'll have any trouble with the 9mm, though.