Testing the sequencer is best done when you have everything together, then you can just hit a key in keyboard mode, and make sure that it plays a sound.
Sometimes when soldering the resistors for the LEDs, you can either short out the resistors by having their leads touch or by having a solder bridge. If this happens, then you will run across the problem of intermittent led lighting on some leds, and super brightness on others.
The easiest way to test it is to use PatternEdit mode. Right off the bat you should be able to see the tempo LED blinking. You can use the Bank Select switch to make the number-strip LEDs light up. Hit the "Next" button and see if its LED lights up. Now that you are in pattern edit mode you can see if all the keyboard lights light up, as well as the accent, slide, rest, up and down buttons work. You should also take this opertunity to test the done and prev lights work. Hit Done, and then the "R/S" light, and make sure it works.