How to know when you're in labor?

Some of you ladies have said that your water didnt break on it's own, so when did you know that you should go in ?

I got checked out at my 38 week (almost 39) appt this morning with my contractions being consistent and I thought that was supposed to be the sure sign of labor but was told to go home and call if anything happens???

What else am I supposed to look out for? At this point do I just sit at my home having contractions all day? Lol

I'm sorry I'm just so confused