Use your teeth. Take the alleged pearl and gently scrape your front teeth down it as if you are trying to bite it. A real pearl has a most peculiar gritty texture to it which is surprising given its smooth and shiny appearance. A fake pearl will very likely actually be smooth.
This sounds unlikely but you only have to try it once with a real pearl and you'll never forget the sensation.
Also, I'm told that real pearls are cool to the touch, even after they've been worn for a while (although naturally they will eventually warm if you close your hands around them and hold on to them). (Thanks to Jurph for that).
Note that this is not any good for detecting the difference between a natural pearl and a cultured pearl, for which even experts may require specialist equipment.
Pint says The easiest way to tell a fake pearl from a real one (apart from chewing on them, that is) is to hold one up to a strong light - real (and cultured) pearls have a core on which the enamel of the pearl is built while imitation pearls are of a more uniform consistency.