They have no nucleus - they lose it during their development - so they can pack in more haemoglobin.
They are small and flexible so that they can fit through narrow blood capillaries.
They have a biconcave shape - they are the shape of a disc that is curved inwards on both sides - to maximise their surface area for oxygen absorption.
They are thin, so there is only a short distance for the oxygen to diffuse to reach the centre of the cell.