Glad to hear you've started playing hockey, its a great sport!
There are a few things to look for on your skate blades to indicate it's time for sharpening. First would be visible nicks appearing anywhere along the length of the blade.
You also want to look out for 'rounded' edges.
Lastly you will want to avoid pitting which is quite common if you leave your cloth skate guards on your skates between sessions. Be sure to wipe down your steel after you get home to ensure your blades are dry.
I would argue that there isn't a 'rule-of-thumb' with regard to sharpening frequency, Pro's get their blades sharpened every period, amateurs can likely go weeks without any consequence. After you gain more experience you will be able to 'feel' when it's time to head to the...