Picking out the right wheels for how your skateboard is vital because they are your ride.
When you look at wheels they have two stats that matter, diameter or how big the wheel is, and durometer, or a-scale, which measures the hardness of the wheel. Most of the skateboards that come prebuilt are going to have wheels from 52mm to 54mm and a hardness of 99a. And for most skateboarders that will work out just fine.
If most of your skating is done on halfpipes and ramps then you will want bigger wheels because you will able to go a lot faster. A lot of the ramp skaters will go bigger than 65mm although 60mm is probably just fine for most of us. You can experiment with wheels between 55mm and 65mm, or bigger if you really want to air it out. Hardness can be between 95a and 100a.
Street skating works best with smaller wheels because they are lighter so they are closer to the ground. This means the tricks are easier to do and faster. 50mm to 55mm wheels with a hardness between 97a and 101a should work fine.
Not all wheels have a hardness rating. Sometimes it is just best to ask the people who know at the parks or the skateshop.