huge, very broad subject.
in a nutshell, the more you pay, the better scope you'll get.
longer version:
repeatability - when you spin the turrets up for a distant shot, and then come back down, does the group print in the same spot?
tracking - just cuz the scope says it moves .25 moa per click doesn't mean it does. more expensive scopes will be closer to .25 per click. cheap scopes may be .25 this click, but next will be 1 moa, and the next 2 may not move it at all.
clarity - can you see thru the scope?
resolution - how fine of a detail can you see w/ the scope?
brightness - can you only see the target at high noon on a snow-covered open range w/ a cloudless sky?
main tube - can vary a ton. most common is 1" and 30mm. theory is that 30mm can transmit more light to the eyepiece so they are brighter. however, less expensive scopes just have the 30mm tube w/ 1" internals - so you gain the elevation and windage advantage of the bigger tubes, but you do not gain light transmission.
durability - can the scope tolerate a whack, and hold zero, not curl up the reticle, and retain all its other features? you'd be shocked how many scopes can't take even a mild thump w/o either radically adjusting their zero for ya, or breaking alltogether.
objective - usually measured in mm, and is how big the bell is.
eyepiece - what you stick close to your eye, and if it is a variable scope, then it is what you adjust the power setting w/.
-- the human eye in good shape can handle about 7mm of light. so, a scope w/ a massive objective and small variable power is mostly a waste. a scope that is a fixed 10-power and has a 50mm objective can transmit, under optimal conditions, 5mm of light. a scope that is a fixed 6-power scope w/ a 50mm objective transmits about 8.5mm of light - more than your eye can use. so, what's wrong w/ more? nothing - except 50mm and bigger objectives look funny on certain guns, they are more expensive, and heavier...
weight - a heavy scope doesn't tolerate recoil as well as a lighter scope.
there are many more hours we can go on this subject - so, i'll quit for now, and let someone else add their own ideas in, and maybe you'll generate some specific questions so this doesn't turn into a novel!