Which characteristics of a Radio signal are involved to be selected by radio receiver?
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.