Check your recent call and missed call logs. If you don't know how to do this (usually, pressing the "dial" button will do the trick), you're going to have to check your manual....as you forgot to mention what kind of phone you use ;p
Again, that would depend on the phone's model and such. Typically, you would have to go into your Call Settings to turn your CallerID on/off. This will normally be the same menu that allows for the adjustment of Call Forwarding, Ring Duration, etc..
Normally, CallerID is set to "On" on all devices from the factory.