A .22 is a good training gun. Low recoil, low noise, cheap ammo. Great to practice with, to introduce somebody to shooting, or just relax with a few tin cans and a brick of ammo.
A compact handgun is something you carry when you carry concealed. Think a classic stubby .38 Special or Walther PPK in .32 ACP. Such a gun is optimized for small size and light weight, so it can be carried unobtrusively. If you carry concealed, you might have a couple of different types for different seasons or combinations of clothing. Maybe in the summer you need a really small handgun that can be tucked in the small of the back under a t-shirt, but in the winter you can get something a bit larger and gloved-hand friendly that you can carry on your hip.
A full-size handgun is something you'd want to keep near the bed. Think Glock 17 or a Model 1911. Longer barrel means more velocity as well as better accuracy with iron sights. More size means more rounds, which means less chance of running out, as well as room to add accessories like flashlights and laser sights. And the extra weight means less felt recoil and/or more powerful cartridges.
That's the general run of "serious" guns. If you have a big house, maybe you'd keep a gun by the front door in case the delivery guy isn't really a delivery guy as well as gun by the bed. And maybe you want "his and hers" guns by the bed anyway.
Recreationally, you can have guns for cowboy action shooting (think of a pair of 6-shooters), or for competitive shooting (race guns). You can also use them for hunting; this is popular for hunting wild boar (fast shots at close range in dense vegetation) and deer from a deer stand (handgun is easier than rifle).
Like any tool, you can get by with a couple of general-purpose ones, but you can specialize for better results.
Maybe you can keep the deer/boar handgunnext to the bed for self-defense (loaded with reduced-power rounds, not hunting rounds), and carry a pistol that somebody makes a .22 conversion kit for. And if your deer/boar gun is also a single-action cowboy-style gun, then you can also do some cowboy-action shooting.
Remember, at best you can only shoot two at a time, and even that's kinda questionable.
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