The documentation for CountryData lists the properties you can use. You can find that information under the "Details" section.
Alternatively, if you're familiar with how to use the new Entity framework in Mathematica 10, you can evaluate the following:
EntityValue["Country", "Properties"]
Queries can be made this way:
EntityValue[Entity["Country", "UnitedStates"], EntityProperty["Country", "AdultsObese"]
