I can't imagine buying a helmet online without being able to try one on. For what it's worth, if you know what a helmet should feel like when it's fit properly, you can buy one in a department store or big-box sporting goods store that stocks them but doesn't have bike people on staff.

My first helmet was a Raleigh Citi commuter helmet, and I bought it at Canadian Tire. It's nice and light, has good ventilation, and has one of those dial-up straps that lets you custom-fit it to your head. The problem was that it only has a very thin flexible plastic 'shell' over the foam, and it got dented easily just by being carried around and stored. I was afraid the shell wasn't protecting the foam from everyday usage, and that the foam might already be damaged.

I replaced it with a Mace C4 II which is a skater-style hardshell helmet. Less ventilation, a bit heavy, but ultimately better protection (fewer holes means fewer potential snag points, and also more foam to absorb impact, and the hard shell means less chance of denting or cracking the foam just by putting the helmet in my backpack with other stuff).

If you must buy it online, measure the part of your head that the helmet goes around, and buy the smallest one that includes your size. Sizes are usually given in a range of centimetres of head circumference. Also buy a set of extra padding in case the padding that comes with the helmet isn't enough to make it fit snugly.