If you haven't carried daily, you're just going to have to try a number of them and see what is most comfortable to you. It depends on body type, clothing choices, and as many have said how you are going to carry. Hasn't been said here but is typically said on holster threads - start with a good belt. Not a dress belt that you'd buy at a clothing store, a dedicated carry belt that can double as a regular belt. This will make any holster/set up so much more comfortable. It's a total game changer.
A lot of people carry exclusively OWB with a concealment garment. That's going to be the most comfortable. Check out Comp-Tac Warrior. Made in Houston area, great company, great service, not cheap. IWB introduces some degree of discomfort, but it can be anything from minimal/un-noticeable for 8 hours at a time, to "holy moly this thing is digging in my side I've got to get it off me". Comp-tac Infidel is my choice. As an instructor told me years ago, CCW should be comforting, not entirely comfortable. Most of us have a box of gently used holsters that didn't make the cut for whatever reason. I gave 4 of mine to KR training the last time I was there because they were for a lefty and had been sitting in a box for years.
Last comment based off of several years of instruction and practice since you're just getting in to daily carry. Many people want to carry subcompacts and pocket guns because they are convenient, small, more comfortable and easier to conceal. I get it, and I started here. They are also difficult to shoot and make hits with under pressure. If you only shoot occasionally (these days ammo is scarce and $$) and you just punch paper with no time constraints or movement, you really don't have a full appreciation of how difficult it is to make hits under pressure. Get a shot timer, practice using some drills under pressure, or better yet go take a lesson with KR or other highly reputable trainer and you'll ditch that 3 inch subcompact the day after your class is over. Carry the largest pistol you can comfortably carry and conceal for however many hours a day you plan to carry. The P365 XL would be the smallest I'd recommend if at all possible, it's a great choice. Practice your concealment draw regularly with an unloaded gun. Lots of dry-fire exercises you can do as well. Good luck!
ETA: I'd be cautious on that Vanguard holster if you're just getting started. Yes, it is minimalist and is better than sticking it in your waistband (that's right from their website lol), but you want to carry with a round in the chamber. Starting out you should select a Kydex option that completely shrouds the barrel, trigger, trigger guard and only leaves the grip exposed. One thing that you will deal with if you carry regularly is lint build-up on your weapon. A fully enclosed weapon will not gather as much of that as one that is carried with that Vanguard.
***Would be interested in what 96AustinAg has to say about that Vanguard since he/she's a KR instructor. Karl occasionally stops by and chimes in on these threads too.