How Do I Know When I am in Private Mode?
In Mojave, the address bar has different shades of gray/black depending on whether you're in private mode or not.
In light mode it's light gray for not private, and a dark gray for private mode.
In dark mode it's black for private, a fairly medium gray for not private.
Right click on any link, see if it says Open Link in New Tab or Open Link in New Private Tab. The latter means you're in private mode.