Open the Experience Editor of your page. Make sure the page is locked for editing by you.

Wait for the Editor to load...

Go to the widget you want to know about. When you hover over it a blue outline will appear. If it doesn't, check that you have the page locked.

Click on the widget

A menu will pop-up in the top left corner:

This tells you which widget type it is.

Click on "More" and hit "Edit component properties":