When choosing the right headphones, consider their sound quality, how comfortable they are to wear, whether they support surround sound, have phone playback controls, or how good is their built-in microphone.
Virtually all gaming headphones have a built-in microphone which will enable you to communicate with your teammates effectively. They differ primarily in frequency response range, impedance and sensitivity. These basic parameters will help you to roughly estimate the quality of gaming headphones. However, don't forget to take into account their cable length, the quality of its shielding and braiding, and the type of connector they are equipped with.
With open-back headphones, you will enjoy a very realistic and open sound. The open backs of the headphone cups will allow you to hear any ambient sounds. However, this also means that they will leak sound into your surroundings, therefore they can be perceived as inconsiderate to use in public.
On the other hand, closed-back headphones are designed to isolate you from the outside world. The downside is that they sound slightly more "in-your-head".