A hygrometer is the instrument for measuring humidity in your humidor. It may be analog or digital, although it is a matter of personal preference which one you use.
Most humidors come equipt with a hygrometer. Before you use it, you should calibrate it for accuracy. You can perform 2 different tests for accuracy.
The Salt Test: In a small plastic dish, place 1 teaspoon of salt and add just enough water to make it damp. Place the dish and the hygrometer in a ziplock bag, being careful not to spill saltwater on the hygrometer. Seal the bag with some air inside and let it sit for at least 6 hours. The hygrometer should read 75% humidity.
Some hygrometers have a screw type adjustment on the back so you can set it to be accurate. If it does not allow for adjustment, simply make note of the discrepancy when you use it.
The Damp Towel Test: You can also dampen a towel (wring out the excess water) and wrap your hygrometer inside the towel. After 30 minutes, it should read 98% or higher humidity.