I always learn so much when I'm making my projects and believe in a couple of test blocks, or at least, I usually work in scraps and deliberately make a couple more blocks than I need. I like to think and mentally play with my fabrics and rehearse before I start... sometimes the test blocks may be quite awhile before the actual project. Sometimes I find out that I don't want to do what I thought I wanted to do after all...
I'm trying to gear up to do a paper piecing project I want to do, but it is not one of my strong skill sets, so I'm probably going to make another project or two first, that will be if not a test, at least practice for my own project.
My last project was a simple baby quilt, I knew I was going to use snowball blocks to show off a large scale fabric and alternate it with some sort of star. I chose to do a Lemoyne Star and set-in the corners and the side triangles just as practice. I did just fine and I'm better now than I was a couple of months ago, but will still continue to avoid set-in seams as much as possible.
The thing where I found it really pays to do a test project first is in garment construction. I haven't sewn garments for so long I've forgotten, I think I could trust McCalls patterns to fit me but Simplicity always ran large, and Vogue patterns often had details that you should practice first! I don't look noticeably "off" but I have a long torso with relatively short arms and legs, large bust and back then a tiny waist -- nothing ever fit me (bought or made) unless I altered it. Every time I didn't do a test piece first, there were issues. But I never wanted to do the test piece! I now know to buy a sheet at the thrift store for the practice piece, at least you can get the fit right even if it doesn't behave like your real fabric.