The easiest thing to do is to just smell it as-is. Beeswax smells like beeswax. Paraffin doesn't usually smell at all. If in doubt, yes, melt a small amount & smell it again. Won't even take much -- a pea-sized amount is fine. While warm, squish it around like clay as it cools and smell it again.
Yea, if the bees start circling around when you're melting, that's a sure sign. But it has to be about 55 deg or more outside & have a hive nearby for that trick to work. That might be really easy or really difficult depending on where you live right now.
Wax comes in a lot of different colors, depending on local dirt, pollens, etc. White wax is typically made from bleaching agents. Cappings are white but by the time it gets melted with all the old brood comb & such, it's usually back to that yellow color. Raw beeswax is usually some kind of yellow or yellow-orange if it is filtered a little & not too dirty. I've seen some brown wax from other beekeepers but the only time I managed to get brown wax was when I had to remelt a bunch of wax that I cleaned up off the garage floor (candle-making spill). That block was dirty brown for sure. I kept that wax to use for forging & other uses where it doesn't have to be clean.
What you won't be able to find out is if the wax has been combined with another kind of wax or oil. Some candlemakers will combine beeswax with various oils, like palm, almond or coconut. These will be somewhat softer at room temp & soften sooner in your hand. Others will combine beeswax with paraffin since it's so cheap. I don't know how you could tell pure beeswax from a paraffin blend. Just have to know your supplier.