He already knew he could. He budged it during Avengers Age of Ultron, and he probably would have noticed it move (Thor did). But he stopped trying so he didn't embarrass both himself (by claiming to be worthy of godhood when he's a pretty humble guy) and Thor (by being just as good as him despite being mortal).

So, when the opportunity came again, it was a no-brainer. He knew he could, and he knew it'd be useful to him.

He already knew he had the power to wield it from the scene in Avengers age of Ultron. You can see Cap move it but with his good grace he pretended to not have the capacity as to save face.

https://youtu.be/shmpK4KnRrE&t=1m18s

it's why Thor says "I knew it!" because in Age of Ultron both Steve and Thor KNEW Cap could lift it but Cap decides not to because he's a nice guy and didn't want to embarrass Thor. You see Thors reaction in Age of Ultron when Steve nudges it. They both knew then and there that Steve could lift it.

Mjlonir isn't gonna be all "eh maybe he can lift it, i'll wiggle a little" it's either you can or you can't, no maybes.