All projectors utilize a lamp of some type to illuminate and project the image. Over time, like all bulbs, these go bad. Modern projector bulbs normally do not fail catastrophically anymore, so instead of a damaged projector, there simply is no image. Additionally, today's units give visual feedback as to the lamp's status, offering an at-a-glance idea of the remaining bulb life. Generally, the more you observe the projector's operation over time, the easier it is to identify an ailing lamp.
Turn on the projector. If the projector powers on, but there is no image, the bulb is probably completely expired.
Look for a flashing red or yellow indicator light somewhere on the chassis of the projector. This is often a low lamp-life indicator. Examine closely to see if the flashing light corresponds to a lamp or bulb-style icon.
Observe the projected picture if the projector still illuminates. Look closely for a flickering or wavering image, indicating a dying bulb.
Look at the projected image to see if the projector is displaying a "Low Lamp" or similarly-phrased message. This indicates the factory bulb is past its recommended usage term.