Step One: Using a sharp, sterile instrument, begin by pricking your finger hard enough to draw blood.
Step Two: Place a drop of blood on a single glass slide. If the glass is immediately eaten up by your blood, presume infection and prepare countermeasures.
Step Three: Examine slide under a powerful microscope. A standard AFM will suffice.
If your blood is host to a swarm of small nanites, you have been infected. Alternately, if you are unable to make yourself bleed, you are either naturally invulnerable or infected by nanites. In the former case, it is unlikely you have been invaded, depending on the nature of the invulnerability. Consult your physician.