The check is called a live mag check ,you are ensuring the p lead (mag ground wire)is properlygrounded and the magnetto's can be turned of on the ground.This check prevents accidental ignition of any fumes in the engine thus preventing injury to anybody in the vicinity of the prop. The first check after start-up is the dead mag check,after all no point in taxiing an airplane witha dead mag. The next mag check is done during run-up at a power seting from the POh usally 1700 in cessna's; from both select left this will run the engine on the left mag only you should see a drop of about 50 rpm proving that you have isolated the right mag the rpm should not drop more than 125 on the 150/172' see poh for larger engine's.if the drop is more than 125 you have a problem.Could be fouled plugs/bad mags.Next Select Both then go to the right mag if is >50<125 sounds good back to both .you have now proved the mags are working to known specification,also you know you can isolate the left or right mags should one start miss firing in flight and a very scary vibration starts.do not be scared fiddle with evething in flight if the engine sounds bad. There you go the mystery of the mag checks why and how .Do you know if your mags have an impulse coupling or the shower of sparks . blue skies or fly low.