it depends on what the issue is. You definitely want to find a counselor that has dealt with the issues your child is facing - at the child level. So, for example if it's a grief counselor... make sure they've dealt with Grief with a 5 year old and not just a grief counselor with adults.
Make sure your child likes them and feels comfortable with them, because probably many of the sessions will be just the 2 of them - does gender matter? that may also be a factor. So, you will want to do a meeting before the actual work begins.
Typically the first session will just be background - s/he'll ask the child what they like to do, how is school, what their room looks like, what they like to eat for dinner. Depending on the type of therapy they may have the child play with toys that are already in the room - or they may request your child bring their fave stuffed animal or toys from home.
It really depends on what the issue is for.
The main thing is that if you and your child aren't comfortable - keep looking. Just like with any other person sometimes you have to go through a few before you find one that clicks.
Oh -and make sure they accept your insurance or talk about billing with them.
Good look