You should probably tell them to make the roll.
There's often no way for a player to guess what knowledge skills will give useful answers. If the PCs encounter a weird slug-like monster, they don't know whether to use Knowledge: Nature, or Planes or Dungeoneering, because they don't know what it is until they pass the knowledge check. If they see strange runes, they don't know if they need Spellcraft or Knowledge: Arcana, or Knowledge: History, or Knowledge: Religion...
It's a waste of time to have everyone making blind skill checks.
This is one of those places where how you do it is pretty much however you want to do it as the GM.
Some GMs will immediately tell their players to make the appropriate Knowledge check.
Example: "You see a bridge next to the cliff, give me a Knowledge: Engineering roll."
Some GMs will tell them to make the check when the players take actions to know more, such as studying a monster, asking if they could figure something out, or trying to gathering information.
Ex:"You see a bridge next to the cliff"
"Can I tell if the bridge is sturdy?"
"Give me a Knowledge: Engineering roll."
Some GMs will not bring it up at all unless the players specifically ask to make that specific Knowledge Check.
Ex:"You see a bridge next to the cliff."
"Can I tell if the bridge is sturdy?"
"You can try."
"I make a Knowledge: Dungeoneering check."
"You can't tell if it is or not."
"I make a Knowledge: Engineering check.
"It looks study."
So basically it works however you decided it works in your game.
The only other way to do it would be to have your characters make a series of pre-rolls at the start of the session and you have their skill bonuses behind screen. When they encounter a check, normally don't use this for knowledges but works well for sense motive or perception, you just go down the list and apply the pre-roll to the correct knowledge check.
Asking the players to roll is quite doable, especially if your players are new to PF, too. (But remember, they can't make Knowledge checks untrained, unless the DC is only 10 or less.) I'm willing to suggest that my players roll, but I don't always think of it. The GM I play with rarely does. There isn't a "wrong" answer.
If the player asks, "What do I roll to see if I know something about this monster?" I think you should certainly tell them.
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Good luck! I've played PF for years, and run games in other systems, but I'm finding GMing PF to be very challenging. There's tons of rules I just never encountered as a player. The boards here are so very helpful and kind.
An easy way to do it is to make an index card and also use it for initiative tracker. At start of session, have players put name, race, initiative, saves, ac, skills (whatever you like) on the card. You can have space at bottom for pre-rolls.
There are some templates floating around. I'll edit this post if I manage to dig one up. ( Example) There are many others and its easy to come up with your own tailored to your own needs.
I let the player roll, so they feel like it was them who remembered / understood something. If the knowledge type is not obvious (e.g. a skeleton snake which is in fact a construct), they can figure that out by making the appearantly fitting check first and the really fitting one afterwards (Religion, then Arcana, for this example). I tell them what to roll, in case it's not clear.
And I try to allow a lot of Knowledge checks, so they cut down metagaming and feel rewarded for investing the ranks. Coming up with potential checks for Knowledge types which are not related to monsters (engineering, geography, history etc.) is more difficult, but I try.
You should ask them to make the roll. Players, especially new players, aren't going to always know what their PCs should know. In general, a PC should automatically be able to make knowledge checks to gain information, such as recognizing the creature they are fighting.
Now, in practice, as a player I've sometimes had to ask the GM if I can make a knowledge check to try to learn a little more about a situation, object, or creature. But if it's already spelled out for the GM in the module, just go ahead and ask the players to make the roll.
This is my general recommendation as well. Knowledge checks work best, I think, if they are viewed as both reactive and active. If something should be reasonably evident to someone with the skill, just have them roll it. It doesn't take a lot of effort on my part to see a tawny-colored quadruped on the television and recognize that I'm seeing a lion on the screen.
But it's also OK to wait for the player to ask if he can make a check if more detailed information that requires a little more scrutiny is being sought. I may recognize it as a lion with little effort, but estimating whether it's a juvenile, full adult, or even elder will require a bit more intellectual work on my part.In the bridge example above, if the stone piers are mostly broken out, I'd have a PC with Knowledge Engineering roll right away. If the structural integrity of the bridge wasn't immediately in question, I'd probably wait and have the player ask.