How to differentiate real Yu-Gi-Oh! cards from fakes
The Yu-Gi-Oh! wikia lists the most common tells

There is an article on the Yu-Gi-Oh! wikia that lists the most common tells with counterfeit cards. Without duplicating the whole list, a couple of the major ones appear to be:


The Eye of Anubis Hologram is missing
Incorrect card format (e.g. Levels on a Spell/Trap card)
Misspellings
Passcode text in the bottom left corner missing (although some legitimate cards are missing it too)
An unusual glossiness or feel


You can also detect counterfeit sets of cards by:


An incorrect cover card
An entire deck within a deck tin (since real deck tins only included booster packs or promo cards)
An unusual ratio of monsters to spell/trap cards (e.g. 1 trap card and 15 monsters)


There was a lawsuit where a legitimate company sold counterfeit cards

In 2008, Konami filed a lawsuit against Vintage Sports Cards. They were legally allowed to resell Yu-Gi-Oh! cards in boxes where booster packs were sold alongside three Ultra-Rare cards. Unfortunately, some of those Ultra-Rare cards were counterfeit. From an article about it:


  The counterfeit “rare” cards, which are clearly visible in the Vintage Sports packaging, use a different paper type and protective varnish than those used in real Yu-Gi-Oh! cards and the holographic security foil also differs from that used on the real Konami cards.