Is there a way to tell the grit coarseness of an unmarked sharpening stone? I've received a few sharpening stones with different coarseness and even one double-sided two-colored stone. Is there any way to tell how coarse each stone is and which stage of sharpening it would be appropriate for? I'm not experienced in sharpening and I'd like to learn.

I was suggested to mark the edge of something made of metal (not necessarily a knife I'd like to sharpen) with a black marker and slide it once across each of the stones, make a macro photo of the removed black paint and compare the scratched areas. Is this a viable method? I don't have a macro-capable camera so I can't try it myself.
With some experience you can tell by running a finger over the surface. 

As a general guide:


grinding stones used for serious repair of knives form damage of long ngelect; will feel disticly rough, not as rough as sand paper but you can definitely feel an abrasive surface. 
sharpening stones : these will have a smooth surface but will have a definite 'drag' or friction to them, a bit like rough paper. These are used for normal sharpening of knives. 
Polishing/finishing stones : these will feel very smooth with just a hint of texture, a bit like magazine pages. Used for refinement and polishing of a cutting edge .