When you paddle, it is important that your blade is fully submerged in the water. If it isn't, your paddle is too small and you should consider getting a longer one. On the other hand, if your blade goes too far into the water and a significant portion of the shaft is also submerged, then your paddle is too long and you should opt for a shorter one.
However, a paddle that is too short can make paddling inefficient, as it doesn't allow for efficient energy transfer. This means that even though you may be putting in the work, you won't be able to paddle as far as you would with a properly sized paddle. Conversely, a paddle that is too long can be heavy and cause fatigue in your muscles over time. 
Each manufacturer has a slightly different paddle-sizing table. Typically they provide suggested paddle lengths for a paddler in a touring boat, given different blade styles, boat widths, and body heights. However, these tables should be seen as a baseline; and should be adjusted based on the type of vessel you are in, the paddling you intend to do, and your height off the water.

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Hornbeck Boat's Paddle Chart

kayak blades are usually crafted in an asymmetrical design. This means that they are narrow and shorter on one side to allow the blade to be more uniform as it pushes through the water.
A paddle with a low angle is going to have a narrower blade providing a more relaxing, recreational experience at slower speeds. A higher-angled paddle will have a wider and shorter blade that is designed to generate greater propulsion but will also require greater effort.
Some blades are designed with a Dihedral shape. This is a rib down the center of a blade that allows water to flow smoothly and evenly over both halves of the blade. This reduces what we call blade flutter, allowing your blade to travel more efficiently through the water.

Choose a paddle constructed with the lightest materials you can afford. Swing weight is a term that describes how heavy the blades feel in your hands when making the paddling motion. The lower the swing weight, the better the experience and unfortunately the higher the price tag. When you are selecting a paddle, focus principally on swing weight.
Hold a full water bottle next to your chest and lift it up and down. Now take the same water bottle and perform the same movements with your arm outstretched. The heavier a paddle is at its ends the more effort it is going to take to lift out of the water.  After taking the average of 1,000 strokes to travel a  mile, would you prefer your next stroke to feel like lifting a full water bottle or an empty one? A few ounces may not seem like a lot but, the lighter the paddle, the more comfortable, and efficient, your paddling experience will be, and the longer you can stay out on the water.

The shaft is the part of the paddle that connects to your body so, a comfortable shaft is critical and somewhat subjective. Lower-quality shafts tend to be made from aluminum while higher-quality shafts are constructed with carbon fiber. The weight of this still matters but less so than the weight of the blades. The texture of the shaft can be smooth or textured. The shape can be round, oval, symmetrical, or asymmetrical. When one section of the shaft is shaped differently than the rest, it is known as indexing and helps you determine your blade angle without having to look at it. Most paddles are constructed with the ability to be taken apart. This attachment point is known as the ferrule. There are many different technologies from simple metal buttons to latches. The ease and adjustability of these vary depending on the design, your hand strength, and dexterity. This is also where the paddle's ability to feather or offset comes from. There are pros and cons to all of these differences and the only way to know what works best for you is to handle them. If possible take a paddle out in the boat you plan to use it in. If that's not doable, at least feel how all the above traits come together in each paddle. Take them apart, make the paddling motion, and rotate the shaft in your hands.