There are many, many things to look for, the best and only way is to ask the farrier.
Most horses with good feet can manage in a sand school or arena without shoes. But there are some who cannot. Either because of a genetic inheritance of bad foot conformation or desease or injury.
Lot of horses will wear thier feet unevenly, this does not mean they need shoes, they just need good foot care. Occasionally unshod horses will chip big bits off thier feet, again, no reason to get them shod straight away, it happens. They can even develope cracks, but no reason to get shod.
If the horse is sound, has good foot conformation and horn quality and you are on grass, dirt tracks and arenas a lot of horses will be fine without shoes.