Answer:
When they are young there isn't really a way of telling apart from feeling the pelvic bones. Females will have wider set bones and males will have narrower. However, don't try this unless you are an experienced breeder as it can cause injury t the bird (such as bone breakage). With the wild grey cockatiels (the normal ones) the females will almost always have spots under their tail. Also, when the wild grey cockatiels get older you will notice less or no yellow on the female's face. You can get cockatiels tested by veterinarians which is the only 100% guarantee method. If you buy your cockatiel as a sexually mature adult the pet store workers or breeder should be able to tell you but once again only if it is an adult.
As for personality and behaviour both genders are similar from birth to about 9-12 months when the males will begin to mimick tunes and become quite assertive. Females will not usually do this however there are exceptions. Females are generally cuddlier if you have trained them correctly and if they were hand raised.