Some breeds of chickens have sex linked colors, so you can easily tell by the color of the chick's feathers. If you know what you're looking for and have enough experience, you can tell the gender of a newly hatched chick by examining just inside its vent. That's the way they do it at the chicken factories, although it's an art not a science (they get it wrong a certain percentage of the time).
Aside from that, you have to wait for the chick to grow and start developing secondary sex characteristics, like the development of its comb. This is harder to do if you don't have other chicks of the same age and breed to compare.
If you're patient, one day the chicken will either crow or lay an egg. Then you'll know for sure!