Things to look for:
1.
MIDI - there are some
keyboards that don't have MIDI, so make sure the one you get has it.
It's basically just a connection that allows you to play and control
other synths with one keyboard (and do things like record and play back
music with a sequencer, and play sounds from your PC). The great thing
about MIDI is that if you find a keyboard that feels good to your hands
but lacks good sounds, it can control any number of other synths with
better sounds.
2.
Velocity-sensitive - this
just means when you press a key harder, the sound is louder. Several
cheap synths (and some not-so-cheap older synths!) don't have it, and
you'll want it if you hope to be at all realistic or expressive with
your playing.
3. Keyboard types:
"Sample based" is the most common, that just means that all the sounds
are based on recordings of 'real' instruments. Roland, Korg and Yamaha
are the main brands. If you want to record your own sounds, or have a
wider selection to choose from, a "sampler" is the way to go- Emu,
Akai, and Yamaha make the best ones.
"Analog" refers to the classic synths of prog, the warm and spacey
sounds. Moog was the big one, but there were many others as well.
You'll probably want to wait before getting into analogs- they're
usually pretty expensive and you'll trade ease of use and variety for
quality and authenticity.
"FM" (frequency modulation) was big in the 80s, and is a bit limited and retro-sounding
but fun to experiment with (the Yamaha DX7 was the main one, lots of
bells and electric piano type sounds)
"Analog Modelling" is a newer high-tech way to recreate analog sounds
(classic and modern) using digital technology. Still relatively
expensive, but more flexible than classic synths and most of them sound
pretty similar to the originals. The Korg MicroSynth is my favorite,
but Access and Novation have great models too.
Hope this helps! A lot of information, but basically you can just play
around until you find something that feels good and sounds good. It's
much easier than guitar-shopping, because you can test a synth's sounds
without really being able to play.