Disk space is cheap, with 1 TB drives selling for less than $200. So shoot RAW and then, you've got much better control over the "development" of your images. You do want to figure out a reliable work-flow so that you get your images both safe (ie, backed up) and tagged (so much easier to find later). Beyond that, to really benefit from your experiments, you need to keep a log-book where you note what you were trying to do, what settings you used, and later, once you've reviewed your images on the computer, you can decide what worked well and what didn't. The EXIF data on the images does help, but you don't have the additional info of whether you were using a tripod, whether the flash was off-camera, whether the light was behind you or on the side, whether you were using a polarizer or not, etc. etc.
Good photographers that I try to emulate have told me to have a strategy in place for whatever you're doing, then adapt to the conditions at hand, and RECORD what you're doing. Later, when you are reviewing your shots, you can see what worked and what didn't. The next time around, you will have that experience to guide you. It really accelerates the learning curve and reduces the "error" in the "trial and error" method.