My sister gave me three balls of yarn with no identification. It is three-ply and I think it may be wool. How do I determine what it’s made of?
What is this yarn made of?
in a safe setting, light a piece of yarn on fire. as it’s burning, if it smells like hair burning, it’s an animal fiber and if it smells like plastic burning, it’s a man-made fiber. you can also try “spit felting” the ends together, although that works with some synthetics. there’s a video for it under joining. 
there are actually more indicators as to how it burns and if i goes out by itself, etc. in a book i have about dying, but i don’t have it handy. if this doesn’t work for you, let me know, and i’ll see if i can find it.
Good answer, and great tips, boyforpele13! 
I will remember them! THANKS from me, too!
i love starting a fire as an answer! hehe!
As the animal fibers burn, they will be ashy, but the smell is a dead giveaway (no pun intended). Cotton actually smolders and is ashy, not the same smell. Man-made fibers will get crusty and become hard as they cool. Blends are harder to determine because of the mixture, but stronger smells will obviously mean more of that content.
Another quick way to see if it is an animal fiber.
Wet the end of the yarn and fold it back on itself, then rub it between your hands very quickly to get it hot. If the folded ends felt together, you’ll know it’s an animal fiber.
If it doesn’t felt, it’s man-made.
Here are some links about the burn test that boyforpele13 described. When I do a burn test, first I burn sprigs of yarns that I KNOW, and compare the way they burn to the ones I’m testing.
http://home.vicnet.net.au/~handspin/inlay8.htm
http://www.thedietdiary.com/blog/lucia/319
Put a snippet into some pure bleach and leave it. Come back a couple of days later: the protein will be eaten away. If you see thin plies remaining, there is a bit of synthetic in it: synthetic will not be dissolved (but remember to do a separate snippet of something you know is 100% natural fibre as a control. And something you know is synthetic).
And you know how nasty wet wool smells? Wet the wool and sniff it to see what the wool content is (control of known wool again to check that you can in fact sniff out wet wool).