If you can find one, I highly recommend the Thompson Centre Hot Shot break barrel single shot.
I used one of these for my kids and still have it. It is the coolest little 22 to shoot, even as an adult. They stopped making them so second hand will be your only option.
The thing I like with using a break barrel is that when it comes time for them to be walking with you carrying a firearm, you can tell at a glance that the gun is safe if the action is broken. Later they can progress to a single barrel shotgun following the same safety rules.
https://www.youtube.com/watch?v=zBA337f9ovk
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