Piggybacking off of what @fc.cadonisays, you should definitely look at attributes first and foremost if it is a player you want to use and achieve success with. CA is only a generalized tool for judging "at a glance" how good a specific player's set of attributes work for the positions he is accomplished/natural in playing. That's not saying that the CA is in any way shape or form a proper indicator of a players skill and competence in the specific system YOUR team plays, though, but it gives some hints about how many relevant attribute points the player has across all possible roles and duties in his positions.
Hidden attributes/personality can be just as impactful as attributes (or lack of them), especially when it comes to player development. There's no point in players that are far away from their potential (even if that potential is high) if their Professionalism, Ambition or even Determination (not hidden) is very poor. Such a player will probably never reach anywhere near their potential.
I'm currently spending way too much time trying to perfect the player filters to use for my setup, but for simplicity you could (and should if you actually want to play the game) follow the priority stated in the post above.
However, PA is a very good indicator to begin with if you actually want to use the in game editor, so I would suggest looking at PA first, and then decide whether or not to actually sign them after having looked at the attributes and hidden attributes.
E.g. if the best youngsters available start at PA 150 and descending, there could very well be a kid at PA 135 with a much better attribute spread for your role in that position and with a model professional personality instead of slack or casual. I would definitely sign him first.
Finally, stars are an okay indicator, but at role level. I would look at them last, but you could find a real gem of a player with low positional CA but a good role ability.
@knap For tactics that have asymmetrical roles on wingers (IF / W), is it generally safe to switch sides if my players are better suited to have these roles opposite?