My recommendation is to ask them what they specialize in and how their background helps them deliver value in those areas. Coaching has no specific credentials or training, while at the same time there are a plethora of non-required training courses and certifications that claim to be the "right" way to become a coach. So you have everything from someone with no experience who just slapped up a website declaring themselves a coach, to people who have sincerely put years of effort into learning and practicing. They all have different approaches, backgrounds, and skills.
You'll get the most out of it if you can identify what goals you want to achieve by working with a coach, and then consulting with them to see whether or not they are the right person to help you with those goals.
If you process thoughts by talking a life coach may help. They will have a series of questions they will work through with you. I have been through the process. My main conclusion is that it's hard to respect a coach who doesn't know about your field of work.
I have a good friend I touch base with sometimes which I find more rewarding. It started as a bit of a joke, "maybe you could coach me for free?" We talk every couple of months for an hour and I find it very valuable. In particular, talking through issues with someone who's opinion you respect.
I do have some trusted coworkers that I can bounce some thoughts off of when necessary.