By selecting the 0th column in particular, as you've noticed, you reduce the dimensionality:
>>> m = np.random.normal(0, 1, size=(5, 2))
>>> m[:,0].shape
(5,)
You have a lot of options to get a 5x1 object back out. You can index using a list, rather than an integer:
>>> m[:, [0]].shape
(5, 1)
You can ask for "all the columns up to but not including 1":
>>> m[:,:1].shape
(5, 1)
Or you can use None (or np.newaxis), which is a general trick to extend the dimensions:
>>> m[:,0,None].shape
(5, 1)
>>> m[:,0][:,None].shape
(5, 1)
>>> m[:,0, None, None].shape
(5, 1, 1)
Finally, you can reshape:
>>> m[:,0].reshape(5,1).shape
(5, 1)
but I'd use one of the other methods for a case like this.
(1000,)is the same as(1000,1)m[:,0](prepare for a bit of scrolling, though :)