Absolutely and, in our opinion, you should. At the very least, you need to taste it neat before drinking it as a long drink or cocktail. By tasting it neat, you can learn a lot about how you would prefer to drink it later.
Drinking a gin neat shouldn't be done lightly, though. It's best to use a nosing glass for this. Because of its special shape - bulbous lower part and tapered sides - the different nuances of taste really come into their own.