To me, Baldwins and Alcos sound similar, and both sound amazing.
To answer the question, it's kind of something you get skilled at by looking at pictures and diagrams. To some it comes easily but it can be tricky for others. Differences between builders are easier to identify than differences between classes that builders make. For example, the differences between an EMD E3 and E6 are minute, the difference between those and an E4 is that the E4 has a hydraulic nose door and a seven bulb headlight. The difference between an E3/6 and an E5 is that the nose of an E5 is slightly different and that the E5 has stainless steel side panels and truck covers. Even that might not be enough, however. Frequently as time progressed, railroads modified their motive power. One notable example is that the Frisco modified their E7s to look exactly like their E8s, so looks can definitely be deceiving. Sometimes the key lies more in background knowledge than visible details.
To boot, railroads regularly customize their motive power, and no two locomotives are generally alike between railroads. There are always differences, and even sometimes there can be differences between classes on a single railroad, especially considering how many mergers and consolidations have taken place. Motive power is hardly simpler today, as frequently rebuilds and modifications are more subtle and less apparent. Add in the standardization of paint schemes over motive power gathered from the consolidation and shuffling of motive power rosters as mergers took place, and the ever-increasing outsourcing of or in-house rebuilds of older power. There are lots and lots and lots of changes in motive power, there are rarely stock models anymore, as everything tends to be different, whether those differences be interior and less visible mods, or total rebuilds. Even custom built locomotives like SD60Es are different between individual locomotives. Like Adam said, details can definitely be a slippery slope.
To put it simply, just look closely at pictures and read up on railroads, both the history and the current standings. GPs have four axles, SDs have six, things like that, yes, but also there are many more details to understand beyond the obvious.
Telling the difference between different steam locomotive classes is easier and yet simultaneously harder. Wheel arrangements are easier to identify, but generally the standardization ends there.
