If you're a keyboard player, then you probably already know what you want in a controller keyboard. On the other hand, if you don't know how to play a keyboard, and just want a very basic (ie, cheap) controller that will give you enough features to access your sound card and use a MIDI sequencer, here is some advice.
Some ads describe a keyboard as being "touch sensitive". This could mean 1 of 2 things (or both, which is even better). At the very least, a keyboard should generate "MIDI note velocity" messages (to its MIDI OUT jack). This refers to how fast (ie, hard) you depress a given key. The faster, or harder, you press down a key, the higher the velocity for that note is. Most all sound modules (including the built-in modules of sound cards) nowadays allow velocity to be used to control a note's volume and/or brightness (ie, higher velocity makes a note louder and/or brighter). So when you play the keys "harder", the notes typically are louder/brighter.
Virtually all keyboards made today support the above feature which officially is referred to as "Note Velocity".
Additionally, some keyboards implement "MIDI Channel Pressure". What this means is that, while holding the key down (ie, after you initially press it down), you can vary your finger pressure on the key, and the keyboard will transmit additional "MIDI Channel Pressure" messages. Typically, most sound modules use Channel Pressure to vary brightness and/or a vibrato or tremulo effect. (ie, As you apply more or less physical pressure to the key, all the while continuously depressing it, the sound should change in some way, for example, maybe you'll hear more vibrato applied to the sound whenever you press down harder). Modules that support Channel Pressure often allow you to select one of several effects (ie, vibrato, tremulo, volume swells, etc) that can be tied to your finger pressure. There's another kind of pressure called "Aftertouch", but this is expensive to implement (so you won't find it on cheap keyboards) and most sound modules don't utilize these MIDI messages anyway. (I know of no computer sound card which does).
Any keyboard that isn't touch sensitive (ie, uses only 1 preset MIDI velocity) is musically limited as far as I'm concerned. Dynamics (ie, varying volume) is an important aspect of music, and without it, you have droning, sterile computer music. At the very least, the keyboard should support Note Velocity. Channel Pressure support is also good to have, but if the keyboard has a Modulation Wheel, then you can do without Channel Pressure, because typically a Mod Wheel can be set to do the same thing as Channel Pressure. The good thing about Channel Pressure is that you can still play notes with both hands, and add an effect via applying finger pressure. A Mod Wheel would have to be operated with one hand while you play notes with the other hand (unless the keyboard has an input jack that accepts a pedal which can substitute for the Mod Wheel). If you're not a keyboard player, Channel Pressure may not be as important to you, since you probably don't have the technique to control your finger pressure very well, or may find two-handed parts to be too difficult anyway (so you have a free hand to operate the Mod Wheel anyway). If you're a novice keyboardist and are using a sequencer, you'll probably use its overdub feature (ie, play back the previously recorded MIDI data while recording more data) to add vibrato, tremulo, or other effects to musical parts after recording the part. For overdubbing effects, a Mod Wheel is easier for controlling those effects than Channel Pressure.
Some controllers offer a "piano feel". This means that the "action" of the keyboard is physically setup to mimic the way that a piano's action really feels. Most electronic keyboards instead have a spring-loaded "organ touch". One action isn't necessarily better than the other. It just depends upon your preference. Regardless of which kind of action you prefer, both have ways of implementing Note Velocity, Channel Pressure, and Aftertouch, and that is what's really important. Unless price is no object, I recommend that novice keyboardists stick with a regular, spring-loaded action (which is cheaper than most "real piano action" simulations). It won't make you any less or better a keyboardist.
It's good to have a Pitch Wheel and a Modulation wheel on the unit. Some units have levers instead of wheels, which is fine. Some people even prefer gripping levers rather than wheels. Some units have only 1 lever, moveable in 4 directions with Pitch controlled by left/right moves and Modulation by up/down. This also is acceptable. Again, some people prefer this. (I prefer separate wheels which is an "old school" thing).
It's not important that the unit be able to do "split modes" (ie, different areas of the keyboard broadcast upon different MIDI channels) unless your sound card can play more than one Patch simultaneously (ie, is "multi-timbral") and you have good enough 2-handed piano technique to play two musical parts simultaneously. A novice keyboardist will probably be playing 1 instrument/part (ie, with one hand) at a time, and using the sequencer's overdub feature to build up the musical parts of a song. So, the keyboard only needs to broadcast upon one MIDI channel at a time. Virtually every keyboard nowadays allows you to set its MIDI channel to one of the possible 16.
Also, you don't need any built-in sounds in the keyboard controller. The cheap stuff doesn't sound that good. (Of course, a keyboard that doesn't make any sound by itself doesn't need any MIDI IN jack. But any keyboard that needs to control a sound card or record musical parts to a sequencer would, of course, need a MIDI OUT jack. Again, almost all music gear nowadays has the appropriate MIDI jacks). If you do choose a controller with built-in sounds, and you're using a sequencer to build up several parts, all of which have to ultimately be played back simultaneously, make sure that the built-in sound module is multi-timbral. For simplicity of working with others' MIDI files, you'll also want that built-in module to have some sort of General MIDI (GM) mode of operation.
Furthermore, you should check that the keyboard has at least a 4 octave range (ie, 48 keys). Anything less is too confining, even for single-handed parts (and isn't enough to encompass all the drum sounds in a General MIDI Drum Patch). If your keyboard chops ever get good enough to do 2-handed parts (ie, a two-handed piano part), I recommend 5 or more octaves. I very much recommend full-size keys (ie, not these "mini keys" like on toy Casio and Yamaha keyboards). When you're a novice keyboard player, it's hard enough to keep your fingers from accidentally hitting adjacent keys, even when the keys are full size. The mini keys are unplayable as far as I'm concerned. On the other hand, I once met a guitarist who actually preferred playing those mini keys. He claimed that it was easier for him to "claw" chords being that the keys were closer together. I can't see ever developing any kind of accuracy with fast runs on mini keys.
Additionally, the ability to transpose the keyboard's note range would be nice (ie, so that you can play high flute notes, and then transpose the note range down for low bass guitar notes -- doing either with a limited range keyboard). If you want to do split keyboard modes, then get at least 5 octaves.
If you want to play realistic piano parts, the keyboard should be able to accept (ie, have an input jack for) a sustain pedal. (The keyboard should also broadcast a MIDI Controller message for Sustain Pedal. Check that MIDI implementation chart). But, you'll have to practice using the pedal while playing, which may not be something that you'll want to bother with just for piano parts if you're a novice keyboardist, so it's up to you whether this is important.
Finally, you want the keyboard to be able to run on AC (ie, not just battery powered). If the AC adapter is sold separately, buy that too.
In conclusion, here are some pertinent questions (not including any questions about any internal sounds) for a controller used by a novice keyboardist:
There are a number of cheap controllers (with no built-in sound module) on the market. A very popular unit is the Roland PC-500. The Roland A-33 is a slightly fancier, but still quite inexpensive controller. I recommend it for the more serious keyboardist who doesn't want to get into really expensive, piano actions. The A-90 is Roland's fancy, piano action controller. Fatar makes a line of very popular keyboard controllers covering a wide price range. Kurzweil and Peavey make some popular and very flexible, but more expensive, controllers that also have some built-in sounds.