You will get feedback through the steering wheel, a resistance like the rig doesn't want to turn any farther. It can also feel like the rig is trying to go sideways... sort of. You'll know it when you feel it. If you feel it regularly, shift back to 2wd.
Note: Common sense says not to use a part time 4x4 system (all models but the Limited for 5th gens, I think) on dry, high traction surfaces. It increases wear on drivetrain/steering components and your tires. The manual says, "Use this for driving only on tracks that permit the tires slide, like off-road, icy or snow-covered roads." That said, people 4-wheel on high traction trails, like sandstone in Moab, all the time. I'm not sure how that's different. Lower speeds and far less mileage I suspect.