first i would say regulations, for EU it should be regulated at least by the FCA, some brokers like HFM are regulated by multiple regulatory bodies.
another thing is a good reputation, look for brokers that has been around for a while with a good track record
another thing is the services offered, some brokers offer different tradable assets that sometimes can be unique to them. other brokers offer a separate crypto platform usually the leverage is 1:50.
and pick like 3-5 brokers and do a comparison before picking yours, always check review sites for any unprecedent activities to avoid scams.