The single most important feature on a macro lens is the magnification factor it can reach. A true macro lens is a lens that should get at least a 1:1 reproduction meaning an object can be captured on film/sensor on a true 1:1 scale (that is full size).
Many lenses are "falsely" marketed as being macro. For example the FujiFilm XF 60mm is labeled macro but only reaches 0.5x while the XF 80mm is a true macro lens.
The minimal focus distance is something you can look into. This is how close the lens has to be hold near the subject to reach that magnification factor. Extension tubes will often result in an extreme short minimal focus distance. This is not ideal since that makes it harder to get proper lighting on the subject. Depending on the subject this can also be an issue, thinking of insects here.
If it is an autofocus lens you might want to look for a limiter switch. This limits the focus travel, often in first and second half. This is done to limit the time lost when the lens hunts up and down the focus scale.
Based on your question I would suggest experimenting first with extension tubes. This turns regular lenses into macro lenses. That's a very inexpensive way to get into macro photography. Some have support for autofocus although I wouldn't consider it a big deal if not.