The best bet is, if you don't know when it was last changed, you should do it. By the time you notice issues, it could be too late.
Sluggish response when you bove the steering levers is one thing to look out for, another would be jittery hydraulics or foamy oil. This is a sign that there is a restriction causing the oil to foam up.
Most machines have a sensor on the filter housing that when the pressure difference is too high, it activates a light. Some or most even have an internal by-pass valve that allows oil to by-pass the filter to try and save the pump from damage. Yet it doesn't filter the oil and could cause damage anyway.