Europe is full of small brown birds. Telling one from the other is rarely easy and two of the most often confused are common house sparrows (Passer domesticus) and dunnocks (Prunella modularis) or hedge sparrows. Both are widespread, about the same size, and have subdued, mottled brown plumage. However their behaviour is quite different. There are also enough physical differences for it to be possible to tell them apart even on first glance.
Locate pictures of a dunnock, a male sparrow and a female sparrow in a bird guidebook or online. The best way to picture the differences is to see them.
Check to see if there are more of the same birds nearby. Sparrows are highly social and congregate in groups. If you see a single sparrow, chances are that lots more are in the vicinity. Dunnocks are solitary. You normally only see one at a time.
Watch the bird's behaviour. A bird noisily chirping and boldly investigating potential food sources is most likely a sparrow. One being quiet and nervous underneath a hedge is probably a dunnock.
Look at the bird's plumage. Dunnocks have grey bellies, which blend into mottled grey-brown bodies. Male sparrows have brighter brown backs, grey or beige bellies, distinctive white cheeks and black bibs. Female sparrows have beige-brown backs and beige or grey bellies.
Examine the bird's beak. Those of sparrows are quite chunky and finch-like, while those of dunnocks are more narrow and pointed. This is because sparrows mostly eat seeds and dunnocks mostly eat invertebrates.