Do choose worksheets that are appropriate for the child's level, since children can get discouraged easily, if they are unable to perform the activity. Well illustrated worksheets with cartoons are also more likely to appeal to children. Worksheets that use common situations children come across at home, school, in the market place etc and that use common objects known to children would be more relevant.
This will include counting to ten, recognizing shapes and colors, being able to hold a pencil or crayon properly, and coloring in without scribbling. Basic math concepts such as recognizing patterns, understanding quantity and some simple addition and subtraction will be useful.
If your child is used to doing a worksheet or two, they will be able to do this quite easily, and will understand that they need to complete the task before they can move on to the next activity. Worksheets also help your child to learn how to follow instructions, and teach them about following rules.
While there are many preschool worksheets available, some are more useful than others in terms of versatility. There is a lot more to school readiness that just knowing the alphabet and counting to ten.