Fit and comfort mainly. A wetsuit should fit as tightly as possible -- if you can get it on and zipped up (even needing up with the zipper), it's probably not too big. And if you have much room to breathe in it, you might want to try a size smaller. The loser your wetsuit is, the more water there will be between you and the wetsuit, so the less warm it will keep you. When I first started diving, before I got my own wetsuit, they never had rental ones that were quite small enough for me, and when I finally did get my own 3mm the difference from the rental ones I'd used was enormous. I'd been wearing a full 3mm with a 3mm shortie over it, and was far warmer in the same water temperatures with a properly fitting full 3mm and no shortie. The people at the dive shop where you buy your wetsuit should be able to help with fit. Wetsuits tend to be hard to put on, and it can be tempting to go for one that's a bit looser so it goes on more easily, but a dive skin can help a lot with that (you just wear it under the wetsuit, and it helps the wetsuit slide on more easily), and might be something to consider if you find it hard to get the wetsuit on (also, a dive skin can be worn without a wetsuit to provide sun protection and some protection from scrapes and such in warmer water, so depending where you'll be diving it might be useful for that as well).
You also want one that's well made. I don't know quite what to tell you to look for on that one, but higher-end wetsuits just kind of feel like the material is better quality, and the seams are sturdier and neater, and all that kind of stuff... it's not much different than other clothes that way, where you can just kind of tell if it's good quality or not (or at least I can). You tend to get more or less what you pay for with these things (obviously not withstanding sales or various discounts and such, and within a reasonable margin -- a $5 difference won't tell you much, but there's a huge difference between a $20 wetsuit and a $200 one, with the former probably better suited to a small child playing on the beach than a serious scuba diver), and a good wetsuit isn't cheap, but assuming you're not expecting to grow out of it or anything, you'll probably be using it for quite a long time, and a better wetsuit will probably hold up a lot longer.
If you're like me, color is also an important factor -- try to find a wetsuit that matches the rest of your gear (or if you don't have other gear yet, look for something you'll want to match other gear to as you buy it). I say that largely in jest, but, fashion concerns aside, it can actually be pretty useful, especially on boat dives where you might end up with a bucket full of masks, a pile of fins, etc., and also to make it easier for your buddy to keep track of you in the water. My gear is all bright pink (or gray/black with pink trim for things like wetsuits, BC, etc.), so while everyone else is sorting through a bucket of very similar masks for the one with their initials, I can always grab my pink one right away, and my mom loves my pink fins and the pink swim cap I wear to keep my hair out of my mask when I'm not wearing a hood because she can always spot me underwater, whereas my dad's gear was all very generic colors, mostly black, so if there were other divers around I would usually have to swim to where I could see his face, or at least his camera, to see it was him, and it was a lot harder to keep track of him that way.
