Sorry to hear about the gun. But don't let that discourage your from fishing. There will always be good and bad days, you just happen to have a bad day right as your starting off so you don't have the passion keeping you going. Doesn't take much to build that passion though.
Loosing your gun is certainly something that can be avoided with a float line. Also an important safety precaution, and allows you to attach other important things such as spare shafts, backup spearguns, water bottle, fish stringer etc. Since you're shooting small fish you don't need to worry about special floats, you can make a quick and dirty float (just make sure it's high visibility color and has a clip or two to attach things to).
I don't think a pneumatic is a poor choice for a beginner, since they are simpler (i.e. fewer moving parts to worry about and fiddle with). All you do is force the shaft down the hole and you're done (that's what she said...:inlove).
As mentioned earlier, once you see the need to upgrade to a larger band gun, you can always have the shorter pneumatic as a backup for holes etc. But since you're starting over again, I'd say go with a band gun.