The Three Priorities
1. Ensure your shinguard is 1-2cm below your patella. The reason for this is that anything below the knee is generally considered a “foot” in the hockey rules. As your game develops, you are trained to put the ball on an opponent's foot or shin to win a free hit under pressure, so it's good to be protected!
2. The required protection level increases as you develop your game! You will find that some coaches will allow children to wear football shin guards up to a certain age. This is because the power they put into the ball is quite low, so a football shinguard is acceptable; it is designed for low-speed impact with another person or a bag of air to strike it. Once you are looking at some decent power in the ball, you'll need proper hockey shin guards. At the age of 12 (although it may be worth consulting your hockey coach for confirmation), players should be wearing hockey-specific shinguards.
3. Comfort is the final consideration. Some are ergonomically designed to suit the channelling action of the game. We tend to shepherd the ball carrier side, so it makes sense to focus protection on the outside of the leg. This allows a greater range of movement and reduces the shin pad's weight. The other matter will be the materials used to construct the shinguard. Foam can be a bit irritating to the skin but can be mitigated with an undersock or shin liner.