Training Dummy mode would not cost anything to use and yield no rewards.
Essentially this would just contain an NPC with a large amount of hitpoints (100 million or higher, not supposed to be killed) and doesn't attack. It would be used to play around with a new hero before investing your items/gold into them, checking out attack rotations or different synergies. The only way to leave would be to forfeit the battle, which would prompt the statistics screen so you could see damage dealt etc. This would be a lot better than bringing a hero into random campaign stages to test them out.