There are two things essential to making ethical judgements about one's own behaviour, first having criteria for making such judgements and second ability to be honest with oneself.
For criteria, one cannot judge whether an action is good or bad without first having thought through what constitutes goodness and badness. The weaker one's judgements, and the less they are the result of extended and serious reflection, the more likely that you will just change you criteria in order to feel good about doing whatever you wish to do anyway. Thus a fairly solid code of morality is important.
The next thing you need is the ability to be honest with yourself and clear-sighted. In other words, if you think stealing is wrong, and you find yourself saying "but Walmart is a big company and they won't miss it" or "but having five new shades of nail polish will make me popular at school and that's really important", you are deluding yourself to excuse your actions.
You might consider asking the three questions Kant recommends:
What would happen if everyone acted as I did?
Am I treating all intelligent beings (human and animal) as ends in themselves or just means to my own ends?
Am I acting out of moral motives?
In addition to the above answer, I wish to state that knowing your behaviour is ethical is not easy.
There are some basic principles to guide your decision-making. These principles will tell you if you are behaving ethically or not.
These self evaluating principles/points are:
1. First Impression: Are you the type that like first impression? if yes your behaviour may be influenced by the fact that you want to impress for the first time and it might not be a right or ethical behaviour.
2. Taking what does not belong to you: If what you are taking does not belong to you, and you took it without the permission or prior knowledge of the owner, then it is not an ethical behaviour.
3. Buying prominence or respect: Prominence or respect should be earned not bought, if you bought your respect just to achieve prominence or to have your way from now on, it is a very unethical behaviour.
There are more but I believe these few points can actually guide one to distinguished a behaviour that is ethical from that which is unethical.
Note: A behaviour may be ethical but not lawful. What matters is the moral or ethical standard of the society.Your moral upbringing helps in building your power to distinguish between what is ethical or unethical.