Hi - there are some tests that your Rheum or GP can run - one is called a immunoglobin (antibodies) blood test to see if your body has normal levels of antibodies to fight off infections. If it's low they will normally refer you to an Immunology/Allergy Dr. for further testing/diagnosis. Also if you go to Healthcenter w/WebMd portion of this site (see top of page) and type in immunoglobin blood test it will pop up with more information on this test.
But as to your question on how to tell if you have an immune deficiency some symptoms might be: re-occuring infections, autoimmune disease etc.
Hope that helps!