From FICOLabsBlog, top 10 ways to know you're a data scientist:

10. You think … “So much data, so littl…”
9. You know what heteroscedasticity is.
8. Your best pick-up lines all include the word “moneyball.”
7. You look at your grocery bill and try to predict what you will buy next.
6. You think data scientists are cool… and you have a theorem to prove it.
5. The numbers talk back.
4. Counting sheep keeps you up at night.
3. You know where all the insights are buried.
2. You have a Kolmogorov-Smirnov hangover.
And…
1. You crunch numbers for breakfast.

I'd add some other signs:

• You've bought external hard drives in bulk.
• Your first thought about "keys" isn't that they can be used to open doors.