They should be heavy for their size, very fragrant and a little soft on the blossom end and there should be no green cast to the skin, only orange or gold. Don't pick them before they fully ripen so they reach maximum sweetness. After picking they will get soft but not riper or sweeter.
I have some cantaloupe too and it's my first time trying to grow them. I had no idea when they would be ready to pick! Thanks Toni, that was a great description.