My recommendation is to ask yourself what type of yoga/activity you hope to use it for. I see my students make two big mistakes when they buy a mat for the first time. Often, they want the softest, cushiest mat on the market. These work wonderfully when doing light stretching, core exercises, yin yoga, yoga nidra, or simple meditation and breathwork. One thing to be aware of, however, is the thicker your mat is, the more difficult it is to balance on. When I do power yoga or anything that requires more balance (even something as simple as squats or lunges) I want my feet to have closer access to the ground for support. The second, is will you need extra grip? The easiest thing to ask yourself is, "do I do lots of downward-facing dogs or jumps forward and backward?" If this is not you, grip is less important. But, if you plan to do more strenuous activities it will be a big factor.
If your yoga practice and uses are more relaxing, any foam mat will work great! Amazon Basics has some that my students like, and target is a great option. My recommendation has always been a LuluLemon 5mm "The Mat" for something a little more high tech and durable for the more strenuous practice, but I know many students also like the jade yoga cork mats.
A 4mm mat is the most popular mat and will give you adequate amount of comfort and stability. If you want more comfort or you practice on uneven or hard surfaces or you do more restorative yoga where you hold longer poses then you may prefer a mat that is 6 or 8mm. You can purchase a yoga mat online and it does not have to be the most expensive to benefit you and your practice.
Over the years I have used two 4 mm mats as I find one mat is just too thin for me.