Can I see which Jecht Spheres I've already collected?
Unfortunately, short of making a checklist beforehand, or revisiting each area, there is no way to tell which ones you have or haven't got.
The exception is the very first Jecht Sphere you receive. You will always be given one after defeating Spherimorph. The rest you'll have to log manually, or mentally, otherwise you'll just have to go to the areas listed in the guide to see for yourself.