Retained eyecaps aren't usually milky or anything...they're clear and make the eyes look a little "glassy." What's usually most obvious about them is a little jagged edge around the eye. My gopher snake had retained caps after his first shed with me and he rubbed them off himself within a week of shedding. So long as you're not dealing with multiple retained caps, you will be fine just observing for awhile and seeing what happens, IF indeed he even has them.