Helmets are really all very similar – just make sure you wear one, it could save your life! Try on a few and see which one fits best. Generally they come in two or three sizes, and are extremely adjustable. Have the local bike shop expert help you with the fit. Many people wear their helmets way too loose, which kind of defeats the purpose!
The main difference between the cheap helmets and the expensive ones is ventilation and weight. The more you pay, the more holes you get! Seems odd that less material = more cost, but that’s the way it goes in cycling! Also, the better helmets have more sophisticated fit adjustments. Most will have a system on the back of the helmet that lets you tighten it just the right amount to fit your head.