You should test on harvested hair--grab a small clump from a hairbrush or comb. Mix the henna, let it sit for the color to release and then put it on the hair you're testing and let sit for as long as you'd actually do the treatment on your hair. Rinse.
You're checking to make sure the hair doesn't disintegrate or react negatively to the henna in any way, which would likely happen if it's not pure. Pull on it, feel it, make sure it feels strong and healthy after the henna treatment--and make sure the color is acceptable, too. I was reading that if there's a problem, you'll know immediately.