Well, I can usually tell if the horse is on the wrong lead because you can usually feel it. :) It just doesn't feel right, it feels off. You can also tell if a horse is on the wrong lead by looking at its legs. For example, if the inside shoulder is going out before the outside shoulder, than it's the wrong lead. But getting on the correct lead can take some time with some horses. Like, the horse I ride, he has a 'good' side, & that's to the right.
His left side's a bit harder for him to get on the right lead. It just takes some practice. If you need to know help on what lead & how to get on it, I can also explain that. But when you're on the wrong one, you can just feel it.