Usually it's pretty obvious, but it depends on the kinda undead.
Zombies and skeletons you can tell because (well, because skeletons are skeletons) but also they just sort of shamble around and follow their masters' bidding.
Liches don't have corporeal form, so if you see a shadowy figure in robes, you'll know you're dealing with a lich. That is, unless they cast a spell on you to make you see them as something else, that can happen too.
vampires are harder to place, because until they show their fangs, they look human, or elf, or whatever they were before. Except they tend to stay away from fire and rushing water, cause it can kill them.
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Zombies and skeletons you can tell because (well, because skeletons are skeletons) but also they just sort of shamble around and follow their masters' bidding.
Liches don't have corporeal form, so if you see a shadowy figure in robes, you'll know you're dealing with a lich. That is, unless they cast a spell on you to make you see them as something else, that can happen too.
vampires are harder to place, because until they show their fangs, they look human, or elf, or whatever they were before. Except they tend to stay away from fire and rushing water, cause it can kill them.