Not every soldier marks his uniform and/or equipment....but in militaria "group" collecting, provenance is very important in most cases.
Indelible ink (which will appear purple) is usually a good sign...sometimes old brown ink IDs are found.
It is more important to proceed with caution, develop a good network of trustworthy people, and identify patterns and tendencies. It's wise to always document and ask questions when things turn up.
If you find a group that an antique dealer has, ask where it came from specifically. An auction? When? Where? Who was the auctioneer?
You might be able to back-track online to get an address and speak to the seller or a family member.
The same theory applies when you are dealing with collectors. There are many people I know who turn up good stuff. There are also those who turn up stuff with "issues"...and many others that I don't know at all.
Personally, if I have any doubts, I don't mess with it. There's plenty of good stuff out there without taking the chance.
Beware of fake painted helmets and fake WW1 patches.