My truck has a shift indicator light, but it was disabled by performing some secret sequence. You might see if yours has been as well, or maybe just the light bulb was removed or burned out. It should illuminate with the IP test when you turn the ignition on.
If not, then it's going to take some practice and getting used to your truck's power band...feeling when the truck is or isn't pulling and listening to the engine. If you upshift and find you have to press the pedal down alot to keep the truck moving, then you shifted too soon. Likewise, chugging up a hill in higer gear will probably take more gas than downshifting since the pedal is not depressed as far.
On a flat road from a stand still (I'm going to presume you have the NV3500 5-speed tranny like me, but could be the AX-15), I can shift out of 1st fairly fast, less than 10 mph. Some will skip 2nd and some will start out in 2nd. My truck tends to lug starting out from 2nd gear. I'll shift to 3rd by about 20 mph, then 4th around 25 mph, and 5th at 35 mph. I have a V8, so I tend to skip 4th gear.
In general, the slower the engine rotates (use your ears) and the less you press down on the gas pedal, the better your fuel economy will be.
You could also buy an aftermarket tachometer (
www.scangauge.com is an EXCELLENT tool for mileage and engine monitoring) that plugs into yout OBD-II port. Hope this helps!