the radio antennas receives millions of signals. how our radio selects the appropriate signal as it's input? which characteristics of the signal are involved for this selection.
The simplest receiver I can think of is a "crystal radio". The antenna is connected to a coil (inductor) and a tuning capacitor.
At low frequencies, the coil acts as a short circuit: these frequencies get eliminated.
At high frequencies, the capacitor acts as a short circuit, so these frequencies get eliminated.
At a frequency in the "middle" any radio signal will continue on its merry way, into a diode ("crystal" in the old days) to be detected. You can change where the "middle" is, by tuning the capacitor - or changing the size of the coil.
Note: if you have two powerful signals, close in frequency, they are going to interfere with each other. Working around problems (like interference) are the reason radio circuits can quickly become surprisingly complicated.
how our radio selects the appropriate signal as it's input?
A simple radio cannot select the appropriate signal if two signals overlap in their respective spectrum. In cases like this, (for a simple radio receiver), the two signals interact and you generally get audio or data corruptions.
A radio receiver tunes in to a very small part of the radio spectrum that it anticipates will be correct - the dial on a simple old-fashioned radio receiver shows this information and, many commercial radio stations broadcast their transmission frequency so that people remember this.
So, generally speaking, you tune the receiver to select the channel you want and reject channels you don't want. This is done by electronic filters.