I would ask to see the parents if they are kids - quite a few people I know have bought pygmy kids, and then found they grew, and were not pygmy goats at all.
Are they registered - this can affect the price. Also, if they are female, ask if they have been running with a billy. Pygmy goats can breed from an early age, and all year round too.
Have a good look at all the goats - an honest breeder will not mind - hopefully they will have healthy stock!! Ask questions, again, the breeder should not mind. Personally, I would be wanting the goats trained to walk on a lead - makes it so much easier when handling.
The breeder should be interested in you .....asking you questions about how the goats would be kept - making sure their goats are going to a good home. And offering a back up service - helpt and advice after you have got your goats home!!