I was recently asked this question and being a big fan of milk glass all colors I decided to investigate.
I found a lot of information, here are some of the beginner highlights.
Milk glass is a general term for white glass. Before the 20th century, milk glass was called "opal" glass. This glass had a see-through kind of look. Most of these pieces will have a manufacture mark, such as Fenton, Westmorland, U.S. Glass (being the most popular). If your piece has a mark, you can be certain it is real milk glass.
One of the first indicators is look at the bottom of the piece. Does it have wear or does it look like it just came out of the box?
Scratch the glass on the inside. Does it have a smooth glass feel? If you feel any texture you probably have a piece that has been coated with paint or a glaze.
Another trick I didn't know was if you hold the glass up to the sun and you see light blue or light pink you have a genuine piece. I did try this with several pieces that we have in the store and found in several that I could see blue.
Experience with the glass is really the only true way to tell. Collectors say with experience you will begin to notice a different feel from old to new. Pick up and touch all the pieces you see, ask questions and soon maybe you will be an expert.
This is what I collect. Shell Pink Milk Glass made by Jeanette Glass Company
in 1957-1959. Still looking for the cookie jar but Oh...the love of the hunt!