check its properties, by right-clicking on the layer and selecting properties.
If the file was created as part of a workflow you should have used the Environments tab to set your basic properties to ensure that the coordinate system, cell size and extent were correct. If you received the data file from elsewhere, then you can project it once you know what its actual coordinate system is, by using the Project Raster tool Project Raster—Help | ArcGIS for Desktop
PS, examine the histogram for the raster to ensure that your classification is appropriate for the data and not just the default