If you're stood there holding a set of earrings and a necklace that clearly belong together, the first thing I'd ask is whether you'd still wear them apart. That's the real test. A matching set that only works as a pair is a costume, and you'll end up reaching past it for the plain gold studs on an ordinary Tuesday instead.
Before you buy, have a proper look at the clasps and the fastenings, because that's where sets tend to cut corners. A bracelet with a flimsy lobster clasp will be the first thing to give out, usually at the worst possible moment, like halfway through getting ready to leave the house. Check the back of any stud earrings too, the little butterfly fastenings are often the cheapest part of the whole thing even when the front looks lovely. And have a squint at how the pieces are finished where you can't immediately see, the inside of a ring band, the underside of a pendant, because that's where a well made set stops hiding anything.
Fit is less about size charts and more about how things actually sit on you. Necklace length matters more than most people think when buying online, since a choker length that photographs beautifully can feel like it's choking you the second you sit down to eat. Bracelets should have a bit of give, not so loose they spin round to the inside of your wrist, not so tight they leave a mark by the end of the day. If you're between ring sizes, always size up slightly rather than down, a ring that's too tight is far more annoying than one that spins a bit.
If you've got none at all, start with something small and metal toned rather than stone set, a simple necklace and stud combination in one finish you'll actually keep wearing. It's the thing you can put on without thinking, with jeans or with something smarter, and it won't argue with anything else you own.
What separates the good from the disappointing shows up slowly. Cheap plating goes patchy and faintly green within a season, especially round the clasp where sweat and hand cream get at it most. Good pieces keep their colour through showers you forgot to take them off for, through being bundled into a bag at the end of a night, through gentle wear week after week. Weight tells you a lot too, a set with some actual heft to the metal rarely feels flimsy later on.
Reach for a set on the mornings you haven't got time to think, when one decision covers earrings, neck and wrist in one go and you can get on with the rest of the day.