It should be quite obvious when you cut them open...
1. Easiest, aluminum foil types (could contain silver in older components but mostly contains no value)
Cut it open and you will see the thin aluminum foils with an isolator in between.
2. MLCC are ceramic and breaks easily. Mostly brown to dark brown. When you cut them you end up with several smaller fragments and powder. If you look closely you can actually see the layering in the ceramics, thin streaks that goes in the same direction, often parallell with the largest surface area.
3. Tantalum capacitors are made from a porous metallic tantalum slug and doesn't break so easily. When you first cut an epoxy encased open you often just break off the epoxy and you can see the black tantalum slug. If you cut the slug in half it only breaks in two pieces and looks like coal straight through.
If you find coiled copper wires inside it wasn't a capacitor at all, it was an inductor.
Tantalum capacitors are polarized, if you connect them the wrong way they can burn, so there is always some markings to tell you which is positive and negative lead. Either from the form of the capsule or by writings on the body. Oftens there are markings on the PCB too, giving you hints about what could be a tantalum capacitor.
Not all polarized capacitors are tantalum though, aluminum electrolytes are also polarized and they are more common than tantalum capacitors.
Göran