Good day, you can check the lock icon in the URL section of your browser to see what certificate was presented to the site. If it's a goskope.com certificate then it went through Netskope. Additionally, this traffic can be observed in SkopeIT under either the Application Events or Page Events section.
Just to clarify, checking SSL certs is a way to identify if SSL decryption is happening. Depending on how you define interception, esp from an end user's perspective, interception could also mean any inspection of traffic, including plaintext http. In which case the above method would not apply and end users would need to run a tracert. Intentionally causing a policy violation (like downloading the eicar file) might be another way for end users to see, but this won't work if policy isn't enabled for the violation that the user is attempting.
If you're looking to confirm that your traffic is being steered through Netskope then you could use www.notskope.com - a simple webpage that will confirm the Netskope data centre that you're using (if any). Note: if you are not steering 'All Web Traffic' (i.e. you are only steering specific cloud applications) then you'll need to create a custom app for the notskope.com domain in order for it to be steered!