I believe this "test skills" option you are referring to is your practice games. You get 50 practice games, and they are optional. These games don't count for anything in your profile. I'm not sure exactly whom they are against (whether other practice league players or regular league players).
Once you run out of your 50 practice games (or skip them), you will not be able to go back.
After the practice games, you will then be put into your placement matches. From this point on, your games record goes into your profile. The placement matches are to determine in what league you will best be placed (Bronze, Silver, etc.). Once your placement matches are over, you will be in one of those leagues. You won't be able to choose to go back to the placement matches again - the matchmaking system will only be matching you up against people it thinks are evenly matched with you.
Personally, I skipped the practice games. I wanted to start playing against people the system thinks are evenly matched with me as soon as possible.