One simple (but not 100% reliable) way to tell is to log in as a "standard" user (non-administrator), and see what settings you can change without first clicking a padlock and authenticating as an admin. Very few system-wide settings can be changed by standard users, so if you can change it this way, it's almost certainly per-user.
You can run essentially the same test as an admin by going to the Security & Privacy preferences, clicking the padlock & authenticating, clicking the "Advanced" button, and selecting "Require an administrator password to access system-wide preferences". Then dismiss the Advanced dialog, and click the padlock again to re-lock the system-wide settings.
There are a few exceptions and special cases. Switching between network "locations", for instance: locations are system-wide, and it takes admin rights to create/modify them, but once they're defined standard users can switch between them.
Joining a Wi-Fi network is similar. Any user can join a network, check the "Remember this network" checkbox, and it'll be added to the system-wide Preferred Networks list (and its password will be copied into the System keychain, so the Mac can connect no matter who's logged in). Well, unless the Wi-Fi network uses "Enterprise" (802.1X) authentication; in that case, you're authenticating to the network as a particular user (rather than with a general shared password), so macOS assumes it should be per-user on the Mac as well.
Note that it's normal for a single preference pane to have a mix of system-wide and per-user settings. Go into the Security & Privacy preference pane, and under the General tab it'll have the controls to change your password and require your password after sleeping / screen saver available, and all the others dimmed. Those are per-user, the dimmed ones are system-wide policies.
An even more extreme example of this is iCloud. Most iCloud services are per-user (i.e. each user on the Mac connects to their iCloud account and uses its data/services), but Find My Mac is a computer-wide feature (it's tracking the Mac, not a particular user on it), and can only be turned on for one user's iCloud account at a time.
Oh, and I should mention software installation: any user can install apps via Apple's App Store, but once installed they're available system-wide. For non-App-Store software, it depends on the specific program, but generally it'll either require admin rights to install or be per-user only (e.g. it might create a personal Applications folder under the user's home and install there instead of the regular system-wide Applications folder).