The following reasons why you must see a hardcopy proof before going to print are based upon 20+ years of experience dealing with problematic client files/document settings as well as complaints about other print vendors:
The colors you see on your screen will not look the same on paper. Your monitor and the printer use different color models. Plus, colors look different on different papers/media/substrates.
2. Paper density or weight
Some printers use terms such as “premium” to describe their papers. That tells you as a customer nothing. You should be interested in the GSM or grams per square meter (g/m²) when comparing papers.
3. Cutting and folding
You won’t know how your job will look until it is finished, including being cut to size and/or folded. How you set your document up (dimensions, borders, marks, etc.) is really important. Text or other elements which are too close to trim areas or folds may not look at you expected when you designed your art.
4. Coatings and finishes
There are different levels of matte and gloss coatings as well as textures. They vary from one paper manufacturer to the next and until you touch and feel the exact paper to be used, you won’t know what you’ll get.
How your chosen fonts will appear when printed (especially when not embedded, included or converted to outlines) makes our list of potential printing problems more than any other issue.
So ask for a hardcopy proof, look it over with these issues in mind, and make any necessary changes before going to print.