Build a rough prototype
What is this for?
The best way to validate and test a concept and gain immediate feedback from the users is to create a prototype. A first prototype can be almost anything, from a series of sketches representing different screens to a pixel-perfect prelaunch interface. A first prototype does not mean that you would need to build a complete version of the product or solution. With a much smaller effort you can already learn very much about how the users view and use the product and possible problems might present themselves.
In the pictures below you can see some good examples of a first prototype.