When new, the element will be shiny silver coloured. When you use your engine, you can 'read the plug' - it gives an indication to the how well your mixtures are set and the health of your engine.
If your glow plug's element loses it's nice shiny silver appearance, then the plug should be replaced. If you find yourself needing to replace your glow plug frequently, you need to either adjust your mixtures and/or change to a different heat rating on your plug.