Pick your font family and then select from the 'complete' directory.
Are you on Windows? Pick a font with the suffix 'Windows Compatible'
Are you limited to mono fonts (because of your terminal, etc)? Pick a font with the suffix 'Mono'
Explanation
Once you narrow done your font choice of family (Droid Sans, Inconsolata, etc) and style (bold, italic, etc) you are provided with 3 main folders choices:
complete
This is most likely the one you want. It includes all of the glyphs from all of the glyph sets. Only caution here is that some fonts have glyphs in the same code point so to include everything some had to be moved to alternate code points.
alternative
This attempts to contain all permutations of the various glyphs. E.g. You want the font with only Octicons or you want the font with just Font Awesome and Devicons. The goal is to provide every combination possible in this folder.
minimal
This contains just the glyphs needed to use vim-devicons. This is mostly provided for historical purposes. This might end up being removed at some point if it ends up causing too much confusion and/or providing little purpose in the grand scheme of things.
