Here's how to tell:
* Voiced sounds: You can feel the vibration in your throat when you make the sound. Try saying "third" - you should feel a slight vibration.
* Unvoiced sounds: No vibration in the throat. For example, try saying "think" - there's no vibration.
The "th" sound in "third" is the same as the "th" in "this" or "that", which are both voiced sounds.