Spaghetti squash is naturally firm and has a tough skin or outer coating. You should look for a squash with a firm feel all the way around. Make sure to check all around the squash for soft spots, cracks, or other discolorations that could indicate it is starting to rot.  Also, check the stem. If the stem is firm, it is good. If it is soft or squishy, you should avoid that squash. When you pick up the squash, it should have some heft to it. It will feel almost heavier than you think it should.