how do particles know when they are being observed?
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The short answer is “we don’t really know”. The Quantum Mechanics allows you to predict your observations (and is very good at it), but doesn’t answer the question „what really happens” (assuming this question is meaningful.
Observing a particle means it gets entangled with the observation apparatus. Why does it have to pick a classical state then is an object of interpretations of quantum mechanics. None of these was confirmed yet. Examples of interpretations are:
**Objective collapse** — when the quantum system becomes sufficiently large, something happens (e.g. because of gravity) that causes the system to fall into a classical state (this, however implies that information travels faster than light).
**Many world** — there is no collapse. Everything stays in superposition. Including the observer. There is a version of you that observes every possible outcome of the quantum experiment.
**Superdeterminism** — everything is determined. Including the fact if you decide to make an observation or not.
You can look at visualizations of some QM interpretations here: https://www.youtube.com/watch?v=XQ25E9gu4qI
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