Normal SMTP servers add headers indicating where they receive the mail from to allow the final recipient to control whether the mail seems legit or fraudulous.
Said differently, it is easy to fake any field in an email, but you cannot fake the fields that will be added by the servers you will use.
Open relays are frowned upon and will soon be rejected by other servers, so normaly you should be authenticated at the first server, either with a normal authentication (username + password) or simply with your IP address if you are in a private network or in an ISP network.
I you receive an e-mail that looks weird you should scrutinize all the headers to identify all the relays and the first sender If the first sender is unrelated to the From: address, the mail is likely to be fake.