Denim jackets are a perennially popular fashion choice for both men and women. Popularised by cowboys and girls (who wore the jackets for their sturdy construction and durability), they are now worn by fashion-savvy people from New York to Los Angeles. They have come back into style so often, they can now be considered a classic choice that never truly goes out of style, although washes and fits change with time. Based on looks, fabric content and construction, determining the difference between a man's denim jacket and a woman's is a simple task.
Look at the button placket of the jacket and determine which side of the jacket (right or left) the buttons are on. If you lay down a men's jacket, front side up, you will see that the buttons will be on your left side. If you lay down a women's jacket, front side up, you will see that the buttons are on your right side. This is a difference that runs through all buttoned shirt/jacket attire.
Look at the fabric content on the label of the jacket. Sometimes, but not always, you can tell a women's from a men's jacket by seeing that a women's jacket has spandex or lycra in it. This helps the women's jacket to fit snugly and conform to a woman's body. Men's jackets almost never have any stretch to them, as their bodies are less curvy.
Compare a men's jacket to a women's jacket side-by-side. You can visit a denim retailer and have a salesperson show you a men's and a women's jacket simultaneously. You will be able to see that the men's jacket is larger and boxier. A women's jacket will have much slimmer sleeves, a narrower torso section and be shorter. Women's jackets will also taper a bit toward the bottom of the jacket; a men's jacket will not.
It's best not to rely on colour as an indicator of the "sex" of the jacket. In the past, women's jackets were typically lighter and men's were darker, but now both men's and women's jackets come in a wide array of colours and washes.