Firstly depending on where you are in the world, you must check for regulation, it's a way of protecting yourself. In the UK all brokers must be regulated by FCA.
I then find a broker who's been operational for a long time, like CityIndex, I open a live account, taking note of how much information they require, too much and I walk away. (FXPro wanted so much data they could have stolen my identity). I deposit an amount for me, that was £500, CityIndex credited the account immediately. I trade and watch the price movement for 2 weeks comparing with a third party programme like cTrader, Then after 2 weeks I withdraw the full amount, watching for any problems with payment how long it take, if they contact me to ask why I withdrawing the money, etc.
From that point I really like CityIndex, no problems at all, except their platform is horrid, built out of Flash, yuk, so I'm looking for another