First, there is a rather useful sticky at the top of this forum that should answer your main questions.

Second, there is no other "license" except CCW in Georgia.

Third, if you are under 21, you can't buy a handgun anywhere. You are only allowed to buy long guns. Shotgun would be the only one advised for self-defense.

Finally, if you know nothing about guns, then IMO you shouldn't own one until you do know at least the basics. A shotgun is not going to keep your car from getting stolen. A good alarm and common sense will go further.