How will you know if your septum piercing is infected?

Yellow/Green pus or discharge. Keep in mind that white and light yellow fluid are normal. That's just the site healing itself and pushing out any extra tissue.

Itching at the site of the piercing.

Tenderness, red color, and swelling after a month. It shouldn't take more then a couple weeks for the swelling, tenderness and red color to start to go away. If after 2 weeks you don't notice at least a slight change in the tenderness, swelling, and color you might be looking at an infection.

*Remember with a piercing touch it as little as possible during the healing phase. Touching the ring and the pierced area is the easiest way to get an infection. Clean it regularly. More then likely the piercing shop you went to offers some kind of cleaning solution like H2Ocean to help with the healing. If you don't want to pay extra for a solution, clean regularly with sea salt and warm water, I tend to throw in a little antibacterial soap as well. If you suspect you have an infection just go back to the shop you had done at, and the piercer should be able to tell you right away if it is infected.