Checking casino licenses, for me, is a must, especially when it comes to new or sketchy casinos. Not only looking for a license, but actually checking if it's true. You can check its veracity with the organization that gave the license. I.e., UK Gambling Commission public registry. Another thing is to look at payment methods.
User reviews are always good to check. Some people might have had problems withdrawing money, getting their accounts closed, etc...
But if you can't find players' reviews, just take a look at the license, payment methods, and if it provides renowned games. That's it, pretty much for me.