The best thing would be to educate yourself over the next decade or so.
Next best is to ask a neutral third party (some of your fellows members here might be able to help). If you have a particular specimen in mind, be sure to research it.
Simple things include making sure the weapon has not been refinished in any way (rebluing, sanding of the stock, etc.). It should have matching serial numbers. Slings, cleaning kits, and the like should be original manufacture rather than reproductions. The bore should be clean, shiny, and have no pitting. These are, of course, for a best case scenario. Some weapons are unavailable in perfect condition. Some are unavailable in perfect condition for a reasonable price. German firearms from WWII, as an example, are priced out of the range of most casual collectors. An authentic Luger in good condition will start around $2000.
Use this K43 as an example:
http://gunbroker.com/Auction/ViewItem.asp?item=53664790
It is evidently in flawless condition as far as shooting goes. Unfortunately for a collector, it has a replacement stock on it. Note that the seller still wants $6750.
Another consideration is whether or not you want to collect immaculate weapons to hang on your wall or whether you want to collect "shooter grade" weapons to drag out to the range or around in the woods. You can usually find less expensive specimens that are unmatched or have other characteristics that constitute flaws to a serious collector, but do not negatively impact the functionality of the weapon.