If you don’t do a test square with each different yarn you use all your hard work could come out way too big, or too small for what you wanted. Half an hour knitting a test square would ensure your knitting come out the size you what.
I find it very easy to get an even tension when knitting, but nearly all my knitting projects are knitted on a size smaller needle than the pattern states. And I need to take this into account when I am writing knitting patterns.
This article from Women Weekly explains in details – How To Knit: Learn how to get your knitting tension right