When ice melts, water changes its physical state while remaining water. When iron rusts, it reacts to form different substances. The first is a physical change; the second is a chemical change.
A useful question is therefore what material exists after the change. Appearance alone is an unreliable guide: cutting something changes its shape without creating a new substance, while some reactions produce little visible drama. A colour change or bubbles may be a clue, but identifying a chemical change requires context.