Oftentimes in Mahjong, you will have the option to match up a few different tiles, especially in the beginning levels. In general, try to match up the tiles that will free up the most space possible. If there is a tile that will only free up one or two more tiles, then you should likely look elsewhere for another match that has more potential.
Along with this, tiles on horizontal lines can be more difficult to remove. Because of this, you should really focus on matching tiles on the horizontal line when it is possible.