Oxygen makes up about one fifth of the air, but a test tube of pure oxygen behaves very differently from air. The test for oxygen uses a glowing splint. Light a wooden splint, blow out the flame so that the end is only glowing, then insert it into a test tube of the gas.
If the gas is oxygen, the splint relights. Oxygen is needed for burning, and the higher concentration of oxygen in the tube lets the glowing splint burst back into flame.
Do not mix this up with the test for hydrogen. Oxygen uses a glowing splint that relights, while hydrogen uses a burning splint and gives a pop.