Liquidity, reputation and fees are some of the most important things to check because these are areas where decentralised exchanges sometime do worse than centralised ones. To check the reputation and security of a dex I would recommend you look for news articles, endorsements and detailed reviews to get more details on how secure it is. If you can't find any information, it is best to avoid or at least proceed with caution. Also, having a good wallet and keeping your money in that whenever you are not trading is a good way to decrease your risks.