This guide assumes you have successfully created a Safe.

In the Safe web interface:

Head to the transaction list and open the creation transaction:

Status should be Success
The creator should be address you used to create your Safe.
The factory should be one of the canonical Safe proxy factories, e.g. 0x76E2cFc1F5Fa8F6a5b3fC4c8F4788F0116861F9B (labelled on Etherscan as Safe: Proxy Factory 1.1.1)
The mastercopy should be one of the canonical Safe mastercopies, i.e. currently one of the following: 0x8942595a2dc5181df0465af0d7be08c8f23c93af (v0.1.0), 0xb6029ea3b2c51d09a50b53ca8012feeb05bda35a (v1.0.0), 0xae32496491b53841efb51829d6f886387708f99b (v1.1.0), 0x34cfac646f301356faa8b21e94227e3583fe3f5f (v1.1.1) or 0x6851d6fdfafd08c0295c392436245e5bc78b0185 (v1.2.0)

Open Settings -> Safe Details

Verify that the Safe version is recognized as a valid one.

Open Settings -> Owners

Verify that all owners are correctly set and addresses that you expect.

Open Settings -> Policies

Verify that this info matches your Safe configuration during Safe creation.

Open Settings -> Advanced

Verify that the Current Nonce is 0 and that no modules are enabled.

All of the above can also be double checked with the Safe mobile app.

On Etherscan:

Open the creation transaction on Etherscan

e.g. https://etherscan.io/tx/0xb4e2ba0676d38454fb618ab700944db2e41e21a0bf54b79aa57a3e95a38798c6

Check that status is Success
Check that From is your wallet that created the Safe and matches Creator from the Safe web interface.
Check that To is one of the canonical Safe proxy factories, e.g. 0x76E2cFc1F5Fa8F6a5b3fC4c8F4788F0116861F9B and that it matches Factory from above.

Open the "Logs" tab.

Check that there is a ProxyCreation event.
Check that the event was triggered from the proxy factory address from above (e.g. 0x76E2cFc1F5Fa8F6a5b3fC4c8F4788F0116861F9B).
Check that the proxy in the Data field is your safe address (i.e. 0xa063cb7cfd8e57c30c788a0572cbbf2129ae56b6 in this case)

Open your Safe on Etherscan

e.g. https://etherscan.io/address/0xa063cb7cfd8e57c30c788a0572cbbf2129ae56b6.

On Transactions check that there is no transaction, yet.

Open Contract

Check that the contract source code is verified.
Check that it matches the source code, ABI and most importantly contract creation code of other Safe, e.g. the Safe at https://etherscan.io/address/0xa063cb7cfd8e57c30c788a0572cbbf2129ae56b6#code.

The contract creation code should be the following:

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

Mark this contract as proxy

Note: Currently, this feature is only available after executing 1 Safe transaction. That is due to how Etherscan detects proxies.

Now you can Read as Proxy

The implementation contract address should be one of the canonical Safe master copies, i.e. currently one of the following: 0x8942595a2dc5181df0465af0d7be08c8f23c93af (v0.1.0), 0xb6029ea3b2c51d09a50b53ca8012feeb05bda35a (v1.0.0), 0xae32496491b53841efb51829d6f886387708f99b (v1.1.0), 0x34cfac646f301356faa8b21e94227e3583fe3f5f (v1.1.1) or 0x6851d6fdfafd08c0295c392436245e5bc78b0185 (v1.2.0). It should match master copy from the Safe creation transaction in the web interface.
Click getOwners - this should be the owner addresses of your Safe.
Click getThreshold - this is the threshold that you have set during Safe creation.
Click getModules - this should return nothing or null.
Click nonce - this should be the total number of Safe transactions that you've successfully completed so far.

Please note: All of the above assume that both Etherscan or the Safe web interface report correct data. In order to go one level deeper, you would have to directly interact with a trusted RPC endpoint to verify blockchain data. However this requires a lot of technical knowledge. There is no easy to use guide for this, yet.