Got a microscope? Mycelia have cells joined end-to-end in long chains (filaments), whereas bacteria don't really do that. A few kinds of bacteria will look filamentous, but upon close inspection, you can see it look like a string of pennies, rather than the squared off ends of fungi. Mycelia look more like dominoes laid end-to-end, and you can look for
"clamp connections".
If you don't have a microscope, then go for the fuzz test -- mycelia has a fuzzy appearance when spores first germinate and start up a new mycelial network. If it's out in the dirt, the fuzz will then go subterranean, as the mycelia searches for exactly the right humidity. Bacterial cultures are much less interesting (IMHO) and just spread without changing their appearance much.