Have you ever painted half an army and then decided that the colours just look wrong (Blue and Green space marines sounded good as a concept) or that the camo scheme takes way to long to paint (Still painting my Flames of War SS in Oak Leaf camo :-().
These little mistakes and time wasters can easily be avoided by painting a single miniature in the chosen scheme first. This allows you to see if your vision of colour harmony works, how long a full army is likely to take to paint and learn any other technical issues that may present themselves.
I would also recomend that if possible you paint a metal figure first. That way if you change your mind you can always strip the paint off and try again.