Testing changes helps you build your knowledge about what works in your system, and why. The most important thing about testing is that you have a theory. Each time you do a test you need to make a prediction about what will happen. If the prediction is wrong, then you need to adjust your theory. Simply trying changes without a prediction is not testing and does not help build knowledge.
As you build your knowledge about a change you will want to test it under different conditions to see if your theory still holds with different people, shifts, or circumstances. As you build your testing you will get more confident in your predictions, develop the change within your context and increase your degree of belief in the change.
The Plan-Do-Study-Act (PDSA) cycle is shorthand for testing a change — by planning it, trying it, observing the results, and acting on what is learned. This is the scientific method, used for action-oriented learning.
Using the PDSA cycle involves testing new change ideas on a small scale and building knowledge iteratively. A test does not equate to a change idea. You will likely need several PDSA tests about each change idea to really understand whether and why it works.
It is important to record your tests so that the learning is not lost. A template is available within the PDSA tool.