I would recommend you ask someone at the rink, possibly a pro or one of the better skaters. They will almost certainly check your blades for you. What I always do when someone asks me, is to check theirs and if they need sharpening (and provided mine don't!), then I'll get them to feel the edges on their blades and then the edges on mine, so that they can actually compare the two and feel the difference. That means that in future, they'll be able to tell by feeling the blades. It's all very well to say that they should be concave and have a sharpish edge, but until a person has felt what's right and what's not, they don't really stand much of a chance of telling the difference!
Of course, the other way is to wait until your blades slide out sideways and you can't hold an edge...
<<Emphasis added>> Yes, this is the way to go. If your sharpener is friendly, ask him to line up a row of skates for you to feel: freshly sharpened, ready for sharpening, a little past due, way past due. The widely-touted shave-your-fingernail test won't do in many instances, because many sharpeners deliberately dull the edges somewhat after sharpening. I like them really sharp, so I always instruct my sharpener not to dull them. Also, you can hone the edges to pass the fingernail test even though the hollow has been worn down too shallow.
When you feel the edges, make sure your fingertips are clean and dry (you lose sensitivity if you've freshly washed them though). Don't stroke along the blade; you can get a nasty cut if the edge has been left really sharp. Stroke across the blade.
Do keep a log of how many hours you have skated and use that as a guide to have them sharpened before they get past due. You can't go by general guidelines; too many variables: type and grade of steel, quality of blade, radius of hollow, quality of ice, how careful you treat them (especially wearing hard guards when walking off ice), skating maneuvers .... As a beginner, your routine will be constantly changing, so the interval between sharpenings won't be stable for a while. Also, as a beginner, you won't know whether you're having problems with certain maneuvers because your edges are dull or whether you have poor technique. As you advance, this will come together. For me, early indicators that a sharpening is due are cross-overs and entrance to a scratch spin. Note: You want to get the blades sharpened before they get too dull, so you don't have a major readjustment after sharpening.