If you're trying one on and it already pinches across the top of the foot while you're stood still, put it back. Ankle boots have to work for walking, standing on a bus, going up stairs two at a time, and anything that feels borderline in the shop gets worse once you've been in it for three hours. The good ones feel almost unremarkable when you put them on, which is exactly the point.
If you've got none in your life right now, start with a plain round toe boot in black or a mid brown, sitting right at or just below the ankle bone, with a block heel no higher than about four centimetres. That height does everything a stiletto heel can't, it holds you steady on cobbles and wet pavement and doesn't tip you forward all day. Before you buy, check the back seam sits flush against your heel without gaping, check there's a bit of room at the toe so your foot can splay slightly when you walk rather than pressing straight into the end, and check the zip pull at the side, a small one you can't grip properly in cold weather is a boot you'll end up fighting with every single morning. Try them with the socks or tights you'd actually wear, not bare feet, because that half centimetre of difference matters more than people admit.
The split between a boot that lasts and one that dies by November is mostly in what's under the surface. Real leather or a dense suede moves with your foot and softens in the right places, while a stiff bonded upper creases oddly across the vamp and never settles. Look at the sole where it joins the upper, a stitched or cemented construction with a clean, even line holds up to rain and pavement far better than one where the glue's visible and already looking tired on the shelf. Give the zip a few pulls up and down before you commit, a scratchy or sticking zip in the shop is a zip that'll jam on a wet Tuesday. A stacked leather look heel with a decent rubber tip wears better than one that's all plastic through the middle, that's usually the first thing to wobble.
Once you've got a plain pair, they sit under straight jeans, under a midi skirt with thick tights, or with a plain dress on days you can't be bothered with anything more complicated. What they won't do is carry a whole outfit on their own, or survive a proper downpour without a bit of care, and no amount of good stitching changes either of those things.