I think you're asking "How can I tell I'm looking at a moon of Jupiter, such as Io, or just a shadow of a moon?"
The shadows of the moons will definitely be black.
The moons themselves are generally bright and tend to blend in well with the background cloudscape of Jupiter! Europa, the smallest of the four Galilean satellites, can be hard to spot on Jupiter if you only have a smallish scope (say, an 8").
In my experience Io is best followed onto the face of the planet (if you can) and from there you know where exactly it is, although it is big enough to be picked up at anytime with careful observations (again, this is through an 8" scope). It will look like a small white-yellow dot.
I don't recall seeing either Europa or Callisto in transit - indeed I wouldn't have seen Callisto, now I think about it, as I've just read its only starting to do transits again after some time. Ah yes, the latest Australian Sky and Telescope has all the info! pages 56 to 59. There is a picture of Callisto in transit and it's quite dark. I recommend you do your best to get hold of this article, it will probably answer any question you have!
