If injecting at their right location and when you press the knob of the syringe the tail vein of mice become white/injecting solution color due to flow, while if the needle is not in the vein and you press the needle, the tail of the vein become inflated or swelled up.
You won't feel any resistance when pushing the plunger of the needle if it's in right position whereas you can only push for a very few amount of volume if it's not right.
As the above two said, you will not be able to inject very much compound and you will meet resistance. If you inject and the vein blanches, you've done it correctly.
As to tips:
Make sure the mouse is warm (warm the mouse for several minutes before attempting injections).
Use a 28g needle.
Remember that you're going to lose ~25-50 ul of compound in the needle and syringe. Take that into account when calculating doses and dilutions.
Make sure the mouse is well-restrained because nothing is more frustrating than losing your injection because the mouse jumped.
Start as low as possible on the mouse's tail.
Hold the tail between the thumb and forefinger of your non-dominant hand.
Rotate the tail approximately 1/4 turn.
Once you've visualized the vein, turn the needle bevel up and insert it almost parallel to the tail.
Advance it slowly until you're in the vein. You have to keep gentle pressure on the syringe plunger this entire time because you will not see a flash of blood into the syringe like you might with larger species.
Never withdraw blood from the tail vein--it will collapse the vein and you won't be able to inject.
If you don't get the vein, withdraw the needle and head a little bit more cranial to try again.