How long does it take to know if dialysis is really working?

Blood tests. Your blood tests will start to normalize and symptoms such as fatigue, itching will start o get better.
Depends on symptom. For individuals that start dialysis due to uremic symptoms (symptoms of kidney failure), the first to go away is the nausea and vomiting. That goes away the first or second session. Loss of appetite and itching quickly resolve next. Fatigue plagues many peolpe dialysis or not, and while many improve, few have complete freedom from fatigue once starting dialysis. Blood tests for most other issues.