Without training and experience it's difficult to be sure which type of leather you are looking at so this should only be taken as a rough guide. In addition to appearance the feel of the leather can give you a clue. Aniline leather feels more like real skin while heavily pigmented leather can feel rather like plastic.

Most of the leather used in domestic upholstery is pigmented, although semi-aniline and antique effects may be growing in popularity.

Modern leather car upholstery is almost exclusively pigmented, since other types can't meet the performance criteria specified by car manufacturers.

Most footwear has a pigmented polyurethane finish, although nubuck and suede are sometimes used.

Aniline Leather
Notice how the creases are very distinct because they have not been filled out by a surface coating. The grain pattern depends on the species (sheep in this case) and which part of the animal it came from.

Pigmented leather
Notice how the creases of the grain pattern have been filled out as if the surface had been given a few coats of paint. In this case the grain pattern you see was embossed onto the finished leather. You couldn't tell if this was full grain or corrected grain without examining it under a microscope. Although this sample has a matt finish pigmented leathers can also be shiny.

Finished split
You need to find a cut or torn edge to distinguish a finished split from full grain or corrected grain pigmented leather. In a grain leather (top) the fibres are much more tightly packed near the grain surface, while in a finished split (middle) the fibres are equally loosely packed all the way to the pigment coating.

The lack of a grain layer is also apparent if a finsihed split is torn (bottom).