Going off of the assumption that you don't plan on adding to your armory in the near future, I can't suggest the 12g. It doesn't fill any role very well (aside from fowl hunting), but it does cover what you need. They are bulky, heavy, and loud. It has apparently been a long while since you've shot one, but I've found 2-3/4" loads to have acceptable recoil. Stay away from 3-1/2" loads. I shoot a lot and I don't enjoy shooting them.
Nothing wrong with a .22 either. Great little guns, and the caliber that the vast majority of folks learned on. I'm not partial to the .410, but they are fun to shoot. They force you to get better at fowl hunting, and that's the truth.
If I were to have to choose one gun as my only option, I would go with an AR-15 or AK variant. Not for the tacticool factor either. Carbines are better all around weapons. Great for HD/SD, great for hunting (with appropriate caliber and mag capacity for local laws), and just good firearms. They are not for concealed carry by any means, but that doesn't seem to be your purpose.
For HD/SD they have normal capacity magazines where legal. For hunting, they have lower capacity to be within regs. Hollow point, soft tip, ballistic tip, FMJ, a plethora of ammunition available to suit your needs. Lights, optics, lasers, blow dryers, and chainsaws are available to fill the requirement.
You'll find AK's to be cheaper than AR's, but if you can scrounge the money for an AR, I would go that route as caliber choices are better. Then you need to decide what caliber you want. *Not trying to start a battle here. I own both, and prefer the AR platform for it's modularity.
If you have plans of expanding your selection, a semi-auto pistol, carbine, and shotgun would be my suggestions. Pistol for daily carry, carbine for reasons stated above, shotgun for fowl.
IAW your lack of experience, I would get a 9mm pistol due to cheaper ammo. It's not what I prefer, but the ammunition available in today's market has made it an equal to its previous superiors. Ball ammunition for training, and self-defense loads for carry.
5.56 would be my carbine choice (cheap and widely available ammunition), if it's legal to hunt with in TN. If not, 6.8SPC. 6.8SPC is a costlier round, but it will drop game with ease.
12g shotgun, pump action.
I'll be the PSA
pimp here and suggest them if you are going to look for an AR variant. Building one is easy, and you can save mucho dinero.