Determining a wok's material
Check the bottom of the pan; often useful information is stamped there. Like the brand, sometimes even model number. Assuming nothing useful:

Steel and iron are ferromagnetic. That is to say, a magnet will stick to them. Both are unlikely to be Teflon-coated (edit: though Wikipedia informs me they exist). The black (which is hopefully somewhat shiny) is seasoning (cooked on oil). Iron would probably mean cast iron, and would generally be heavy (my cast iron wok weighs in at well over 10lbs). So, if they magnet sticks, you probably have steel.

Some stainless steels are ferromagnetic, but most aren't. Stainless is also unlikely to Teflon-coated. But it'll probably be shiny, at least on the outside. So, if not magnetic, its probably aluminum. Aluminum is probably coated.

Teflon isn't the only coating that may be used. It could be anodized aluminum as well (which, I guess, may not technically be a coating). Or one of the newer nonstick coatings. They all look different: Teflon is very dark gray to black, anodized is light gray to dark gray. The newer ones unfortunately are numerous and some can be any color. (Your description of the color sounds like Teflon to me).

You could also try cooking a scrambled egg in it; start it in a cold pan. Teflon in at all good shape will release the egg very easily. Seasoning will, unless very good, probably have you cursing.