I don’t think it’s at all common for a blade to be marked with its hardness, and there’s no reliable way to determine this yourself when shopping. Almost all kitchen knives sold for home use these days are stainless steel, which isn’t the hardest steel available, but is much easier to care for. You’ll get better edge-holding ability with a stainless alloy that’s magnetic (take a magnet with you when you shop).
You do definitely want a forged blade rather than a stamped one. A forged blade will have a thicker back (the side opposite the edge) tapering down to the thin edge, while a stamped blade is essentially uniform in thickness until the ground edge bevel begins.
Flexibility in a blade can be a desirable thing, depending on the purpose of the knife. A boning or fish knife needs some flexibility to work around bones, for example. But you want a general purpose chef’s knife to be thick enough to not deform during heavy cuts.
@ragingloli is right that you want a knife with a “full tang”, one that extends all the way through the handle. lots of knives come with molded handles now, so unless the packaging tells you it has a full tang, there’s no way to determine that by looking at it.