Well, not all compasses are the same. You can't get one out of a cereal box and think it'll point you in the right direction, lol. So in other words, a good compass is worth the money you'll spend.

Something waterfilled is always a plus because the needle with a lot easier to read accurately on a more consistent basis. A free floating needle will be bouncy.

Something with lines of declination I think they're called, I just call them degrees, is a must. Obviously this is something that has 360 degrees around the perimiter so you can determine the geographic north from magnetic north, magnetic north of course being what your compass will be pointing at. Most maps have the degree in difference on them at the bottom, but it always varies because of longitudes and latitudes. So in some places it might be 18 1/2 degrees difference between geographic amd magnetic north, and in others it might be 16 degrees, so on and so forth.

I have a Suunton compass I like because it has a few measurement lines on it as well as a little magnifying glass on it so I can read certain things on the map better if need be. But that's just the kind of compass I like, it isn't a necessity and you may want more or less. But, I will say, at the end of the day, you'll want to sit down with a map whenever you get a compass and figure out how to use it before you head out. It really is not nearly as difficult as it might sound, especially once you get your brain wrapped around it.

I really don't know if there are any good books out there to teach you how to use it in an easy way, I learned from the Army so I've never actually looked to see if there is any literature like that. I think if you poke around on the internet long enough you might find something really useful, or someone on here who is better at explaining it clearly step by step than I might be so kind.