It was a good idea that never really took off, but is kept alive. If you are new to firearms I'd stick with some of the more popular calibers like 9mm, .40sw, .45acp, etc. Ammo is easier to find most of the time, and there are more options as far as manufacturers/models go.
I love my Glock 32 in .357 SIG. The ammo can be hard to find and the recoil is more the a 9mm. It can be a little intimidating for new shooters and catch you off guard at first. If you are really new to all gun I wouldn't suggest it for your first. One nice thing is I can just swap the barrel and shoot 40 cal if I can't find the 357s.
I have a Sig P250 compact in .357 sig and I really do like the round. The bad thing is of course 357sig never took off and very few LGS I know of have the round on hand. Having said that the nice thing about the p250 is it was meant to be able to change calibers very easily, I have 9mm conversion for it if there comes a time that I can no longer find the 357sig rounds
The .357 rounds are very hard to find and very very expensive. The SIG 250 is a weapon I would stay away from. One federal agency purchased a ton of 250's and they sent everyone of them back to SIG. The weapon had many problems and were jamming. I was around when they were being tested and I was glad the agency decided to cancel the contract and keep the SIG 229 (.357) that the agents were currently carrying.
The .357 round is loud and the recoil is a bit more than what you would expect. I had close to twenty thousand rounds out of my Sig 229 (.357) so I was used to the recoil and the weapon was great.
The reason the agency most likely sent them back was because that agency fired there service weapons on a weekly basis. Most people who carry the SIG 250 now are not shooting 500 rounds a week on a normal basis so the SIG 250 would be great for civilians but just wasn't going to work for that agency. One of the test instructors was putting 300 rounds a day on a SIG 250 and within a few weeks it was failing.
I know of 2 federal agencies that tested the SIG 250 and decided that the 250 wasn't going to pass. (ATF and FAMs)
Also a Dutch police department returned all their SIG 250's as well.