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The first thing to settle is how the headset connects. Anything sold for Xbox will either use Xbox Wireless (the console's own protocol, so it pairs directly with a Series X|S with no USB dongle), a wired 3.5mm jack into the controller, or Bluetooth. Xbox Wireless gives you the cleanest low-latency link; wired is the cheapest and never needs charging; Bluetooth is handy for taking a call or hearing a party chat from your phone at the same time. Some headsets do more than one of these at once.
After connection, weigh up mic clarity, earcup comfort for the hours you actually play, and battery life if you go wireless. A detachable or flip-to-mute boom mic tends to sound clearer than a hidden mic. Below are the factors worth checking before you buy.