Firstly, you should ensure your keyboard is a full-sized model. Keyboards range from around half-sized for kids right up to full sized keys covering a number of octaves. It is important that you make sure your keyboard is full size if you are serious about learning. The smaller sized keyboards will keep you going if you're learning how to play, but soon enough you will require the full range of keys as you tackle more complex or involved pieces. Unless you want to have to upgrade after six months, don't opt for a smaller keyboard.
The next thing to think about is whether or not your keyboard includes a stand. If it does include a stand, great. If not, you're going to have to buy one, so factor this into your costing. Additionally, consider whether the keyboard is touch-sensitive. A touch sensitive keyboard allows you to add your own dynamics, i.e. 'louds and softs' as you play, to give more texture to your piece. Traditionally keyboards are not touch sensitive, which means that regardless of how hard you press a key, it always produces the same note. Touch sensitivity may come at a price, but if your are looking for anywhere near performance quality, you should make sure your keyboard has it.
Finally, you should think about adding a protective case. This will ensure you can keep the keyboard protected from the elements and external damage during transit, or when you're not using it. Additionally, this would benefit storage, making it easier to tuck the keyboard under the bed.
When it comes to buying a keyboard, there is no element more important than sitting down and trying it for yourself. Ask the salesman if it's ok to have a go, and try out all the various functions. See if you like the set up, and see how easy it is to navigate the different effects. This will be the most influential step in making your decision, and should allow you, in combination with the above considerations, to figure out which keyboard is best for you.