Of course, you will want them to swim around actively As in, they should come say hello to you when you approach the tank, expecting food. A "hungry" goldfish, is usually a healthy one.
Look for strange behavior, if you see some fish hiding constantly or hovering by the surface, sitting on the bottom, you wouldn't want to take those home as first fish, since you probably wouldn't have any experience treating their illness yet.
Choose the fish that you like the most, color and personality-wise. But make sure the fish doesn't have wounds, torn fins, swollen belly or red areas around their lips. No strange spots, no fluff, clamped fins and no protruding eyes.

In short, you want an active fish with vibrant coloring, smooth scales and healthy, erect fins