The only way to tell the gender of ALL species of fish is to observe them breeding and to realise that only females can make/produce eggs. In some species there is a very obvious difference between the sexes and these differences can help the aquarist choose "breeding pairs" without having first of all to watch them breed in order to gender them.

It's next to impossible to tell the gender of the goldfish if it's very young. A goldfish needs to be at least a year old  or of breeding age before you can tell. The female goldfish will often have a more rounded and  deeper body , because it carry a lot of eggs.

the males will start following the females around, stalking them almost, until the females are mostly grounded to the bottom of the tank. the fish will then spawn approximately whenever they feel like it, and your males will completely ignore the females for a while. the females will stay on the ground for a long time, but once they start moving actively, they are ready to give off their fertilized eggs. when they do, it will be really sad if your filter is running. really sad.
goldifsh are also really st*pid  and they will eat their own kids, thinking they are food. i have seen a fish spit out a moving hatchling before, but most times they just thank their keepers for the surprise extra food...which is pathetic from an evolution point of veiw.