Loose headsets are very easy to check for: just lock the front brake, hold your fingers around the bottom of the fork/frame junction (so the fingers are partially on the fork crown and partially on the bottom of the headtube), and with the brake held, rock the bike forward and backward. If you can feel the fork and frame moving separately (play in the joint), the headset is loose.
For standard threadless headsets, they’re also quite easy to tighten. Loosen the stem bolts, tighten the top cap, retighten the stem bolts.