None of us would write an application and send it live without testing it first. But it is amazing how many database designs are constructed and then unleashed on unsuspecting users. Your data warehouse is no different, especially since the business is relying on it for important information. Therefore, it is very important that all aspects of the design and processes are thoroughly tested prior to production release.
It is suggested that you initially load a small percentage of the data into the warehouse, and then test the following areas:
Time required to load the data
Data cleansing and transformation
Query response times
Summary data needs
Time required for management tasks
If you are building a terabyte-size warehouse, it is recommended that you repeat this process again with even more data in the warehouse, just in case there are any unexpected problems dealing with this volume of data.
Problems identified during testing are much easier to fix than trying to resolve them once the warehouse has gone live. A phased implementation to the user base is another way to test the warehouse, if you don't want to wait until all of the testing is complete.
One very important point to remember is that due to the size of the data warehouse, it will not only take much longer to load the data, but it is also unlikely that queries will complete quickly. Therefore, the entire testing process will take much longer than, say, a traditional OLTP database.