The GM or Game Master will usually tell you.

It's basically any time you attempt something you could conceivably fail at.

You don't need to roll to walk or breathe or have a basic conversation.

You do need to roll to run up a sheet of ice that is about to crack off and sink into the icy depths, or to have the stamina to climb up that big ass cliff face so you can rescue that one dipshit Prince who went to go rescue the Princess but didn't have the upper body strength, or to convince the warlock that his Eldritch God is actually just an edgy teenager wearing some artfully modified chicken carcasses and speaking in French.