This page is being updated and refined - the information on it is not yet considered to be "official". Thanks for your understanding!
If you are setting up Shibboleth for the first time, it is REQUIRED that you have a test instance first. This will give you some experience on how to setup Shibboleth and makes setting up other SP's easier. It will also allow you to test changes when Shibboleth versions do upgrade, without effecting production systems.