The first step involves determining what type of sedimentary rock you have. There are three basic types, clastic, biochemical, and chemical. Examples of each are shown below.  

Clastic Your rock is made of bits and pieces of another rock.  Those pieces may be fairly large to where you can see them with the unaided eye, or they may be very small and you cannot readily see them.
Biochemical Your rock is composed of fossils, shell fragments, or compacted plant material.  The fossils may or may not be recognizable in a hand sample.  If your rock is composed of fossils it will react with hydrochloric acid.
Chemical Your rock is a single crystalline mass.