You can check by putting in a sim card from a carrier other than the one it was used on last. If that was AT&T, then Verizon, T-Mobile or possibly Sprint. With Verizon or Sprint, the phone would have to be CDMA capable though. It doesn't matter if the sim you use for testing is active or not. It will either "No Sim" or possibly "Unable to Connect" or similar.
Alternately, you can search the web for site that will check the lock status by entering the IMEI number. This may or may not be 100% accurate, as some unlocking businesses will claim all phones as being locked to hopefully generate more business. Perhaps you could take it to a local AT&T store, and ask them to unlock it for you if it was ever used on your account. That service should be included in your plan features.