Always protect your ears from loud sounds. Believe me you'll be glad you did. If you go home night after night from gigs with ringing ears START USING EAR PROTECTION.
With practice you can tell a sine from a triangle from a square with nothing more than your ears. And you can also hear if it is distorting. And of course you'll hear when a signal is NOT present. Use an alligator clip to connect the ground to you circuit's ground. For the other alligator lead clip a short piece of stripped wire at the other end and use it as a probe. You can build the components onto a small piece of perf board and then put it into a prescription bottle (or other small round plastic container). Run the guitar cable out one end and the leads with alligator clips out the other end.
NEVER SCREW AROUND WITH ELECTRICITY IN YOUR BARE FEET OR IN A WET AREA. Insulate yourself from earth when working on projects. Getting shocked is no fun and can be lethal!