I hear this is something that you should make you return a guitar, what exactly does that mean, and how do I pick it out?

Just by looking at it?
it's when the neck isn't parallel with the body.. if it's visibly noticeable then definitely return it!

you can use something that's perfectly straight and align it with the neck and see
if it is in angle with the item...

not sure if it'll work 100% though...

Get a metre long ruler.. a proper metal one if you can.. and put it between the D and G strings on the nut.. and on the bridge.

Then get a spirit messure and hold it against the side of the ruler.

That's the only way I can think of checking it.
if its not noticible,,its not bent enough to be dangerous, I just stick the guitar between my legs and look straight down the neck from the head stock down, easy to see a bend then