Write out your data set.
Check to see if at any point in the beginning of the data set you can stop writing numbers because you covered each number. This is a finite set. For example, 1, 2, 3, 4, 5 is a finite set.
Check to see if you aren't able to stop writing numbers for a set. This is an infinite set. For example, x ... > 3. Since any number greater than three can be used to satisfy this expression, there is an infinite amount of possible numbers to satisfy it.