How do you know if you've lost your mucus plug?

Lily
This may seem stupid but how do you know if and when you're losing your mucus plug? I've heard some women describe it as "bloody show" and some women say they never had any blood when losing theirs. I'm currently 35 weeks and am dilating and experiencing strong contractions (so my body is getting there) I'm just waiting for the mucus plug to go.