Getting information on how people play your game can be very important at any phase of development. The first time you let someone play your game you should have some idea of what they are doing. Did they turn off the music in the first 5 seconds? Did they play the game on normal for 30 seconds and then switch to easy mode? Has anyone ever played the game on hard mode? This sort of information can help you tune your game to maximize the "fun factor", and in turn maximize your potential profits.