I've received a few sharpening stones with different coarseness and even one double-sided two-colored stone. Is there any way to tell how coarse each stone is and which stage of sharpening it would be appropriate for? I'm not experienced in sharpening and I'd like to learn.  I was suggested to mark the edge of something made of metal (not necessarily a knife I'd like to sharpen) with a black marker and slide it once across each of the stones, make a macro photo of the removed black paint and compare the scratched areas. Is this a viable method? I don't have a macro-capable camera so I can't try it myself. 
There’s more to it than just grit size and there are complexities that won't show up in your marker test.  What kind of material are they made from?  Are they intended as water stones or oil?  The waterstone is the hard mineral mixed with weak clay so it comes off and makes a slurry when you work it.  On the opposite end are ceramic or metal stones that don’t wear at all but are meant as a permanent surface holding the hard grit (typically diamond).  Of the non-permanent type the amount it’s supposed to wear will vary, and the resulting slurry may be more or less friable, meaning the actual effective grit size changes as you use it!  So, unless they are all the same type meant to be used as a set, you can’t tell anything.  You just have to know the technique appropriate to that kind of stone (oil or water? Work up a slurry or keep it clean?) and get a feel for what that particular stone does for you.  If you don't already know sharpening I think you should get rid of those unknown stones, or ignore them until you do know more.  Get instructions and stones to match that have known characteristics.  You'll also need secondary materials like little stones used to prime the water stones, strops and compounds to use on them, guides and gauges for getting the angle just right, a way to dress and flatten your stones, stuff to get gunk out of oil stones, etc. 