When I got my Mossburg 835, I shot 12 different times trying different loads. I got to where I was flenching before I pulled the trigger. I figured it was time to stop for the day.
I do think it is wise to pattern with a few different loads to see what preforms best in your gun.
I think, at least for me, it also gave me confidence that what I had tried was going to do the job.
Besides that, it can be just plain fun