I think you misinterpreted what the salesman said or he is truly misinformed. He may have been talking about steel cased ammo. I don't use it, but many people do without problem.
Bullet jackets, whether FMJ or JHP, are almost all gilding metal which is primarily copper and zinc. The alloy is usually 90-95% copper with the rest zinc.
There are a few brass jackets bullets out there. Brass is 60-70% copper alloyed with zinc, maybe lead, and sometimes tin.
Some military rifle ammunition uses steel jacketed bullets. They are usually clad in gilding metal to give them some lubricity and corrosion resistance. The steel used is dead soft and will not harm or increase wear on gun barrels. I suppose there may be steel jacketed pistol ammo out there and that was what he was talking about, but I've never seen any, probably because I prefer to load my own.
Stick to the big name factory ammo and you will be most satisfied with your new pistol, although your wallet will get thinner fast.
