There is much to consider when purchasing a sleeping pad:

Type - air pads obviously need to be inflated, and sometimes the manufacturer will include a bag which you can use to inflate it, or you can blow them up with your own breath, self-inflating pads have valves which when open will allow air in but can be a bit bulky compared to air pads since they have some foam inside too, and closed-cell foam pads are the cheapest option which are lightweight and durable however they tend to be the most bulky of all types. It ultimately comes down to balancing your priorities - warmth, comfort, packability, and durability.