Four questions decide almost everything: the scale, the number of notes, the steel and the budget. Here is how I explain it to my students.
The scale is the character of the instrument and it stays with you. Minor scales like D Kurd and D Celtic are calm and universal, F Pygmy is for rhythm, Hijaz for an eastern mood, C Aegean and D Major for bright music. Play them on the scales page and trust your ear.
Nine notes (ding plus eight) are enough for years of playing. 9+1 adds a bass note underneath, 12+3 and other "mutant" models give more range but are heavier and cost more. For a first instrument 9 or 9+1 is plenty.
Nitrided steel sounds warm and punchy and needs a little oil now and then. Stainless steel rings longer and softer and does not rust as easily. Both are good, it is a matter of taste and of how much care you want to give.
A well-made handpan from a real maker usually costs from about €1 500 to €2 500. Much cheaper instruments often go out of tune quickly. Ask for a recording of the exact instrument before you pay.