Brakes. They're good to have, and frequently necessary with the size you'll legally be wanting. Two main types, self contained surge brakes or tow vehicle connected electric brakes. The surge brakes work the same on any tow vehicle. All they are is a master cylinder connected to the hitch of the trailer. As the trailer pushes against it, it applies the trailer brakes. I personally like them because they work on anything and automatically balance to the load. Electric brakes can be applied by you with the controller in the tow vehicle. This is darn good for controlling sway and other dicy conditions. But, you've got to have the tow vehicle set up for it.
Axles. Single vs dual. Dual axle trailers are harder to turn. The lighter the tow vehicle, or the longer the distance between the trailer axles, the harder it is to turn. This can be a significant issue, particularly with a light weight tow vehicle. There is a myth that dual axle trailers are better balanced and more stable. I say myth because most are built with a bogie pivot between the axles, and are no more stable therefore than a single axle trailer. But one built with two fully independent axles is more stable and less sensitive to load placement. These are expensive.
Suspension. For low slung, relatively light weight trailers, the independent torsion axles are the best. You get the trailer down low and have less stuff moving around. Not suitable for trailering bull dozers and other heavy things. Standard leaf springs work just fine, but wear and become sloppy.
Steel vs aluminum. Steel is cheap, but heavy. It rusts too, so you get to paint. Aluminum is light, which is wonderfull, but it's typically expensive.
Loading. A tilt bed is wonderfull to load. A beavertail would be my second choice for loading, but you lose some storage ability from having that tilted rear section of the bed. Beavertails are not suitable for low slung trailers. I personally tend to like the landscape trailer tip up tails, but that's a lot of wind drag, and they are heavy to flip up. Removable ramps require you to position them correctly.
Tires. Here's an often ignored part that is tremendously important. Tires. And I don't simply mean the trailer tires. If the tow vehicle has soft sidewall tires, you *WILL* have problems towing. At the least, pump up the tire pressure of the tow vehicle to maximum capacity, front and rear. I've watched many trailers wagging because the front tires of the tow vehicle were wiggling side to side. Oh, and do make sure you trailer has good tires with stiff sidewalls.
Winch. Wonderfull thing to have on a trailer. You can add it later.