Any helmet you buy is going to offer adequate crash protection. Government regulations ensure that.
Differences are going to be mostly about fit, weight and ventilation.
Shape and sizes vary from brand to brand and from model to model. Adjustment methods vary. You'll just want to try helmets on to steer clear of those that don't fit or feel right.
More expensive helmets typically weigh less than cheaper ones.
More expensive helmets typically have more/bigger vents than cheaper ones. This improves air circulation to keep you cooler.
Other than those differences, you'll sometimes see various bells and whistles that may or may not mean anything to you: slots for sunglasses, insect netting, vertical adjustment, removable visors, etc.