This is the step where you will find out which general type of mattress you prefer. Since all materials and layers at all budget ranges can come in softer, firmer, thicker and thinner versions, at this stage it doesn't really matter which mattresses you use for testing. You will be lying on mattresses that have a core using innersprings, latex or polyurethane and they will have a comfort layer of different thicknesses of either latex, memory foam, natural fibers, microcoils, or polyfoam. What they are made of at this stage doesn't matter at all. What they feel like is what you are looking for.
Your goal here is to flop around on a whole bunch of mattresses in the stores (high end, low end, and in the middle) and spend a little bit of time lying still on each to get a sense of the intangibles which feel good to you. These intangibles are common to all mattresses in all price ranges so this is not the time to pay attention to price or even any details about exactly what is in each mattress, that will all come later. You are looking at this stage to answer more general and subjective questions. Do you like a "springier" mattress, or do you like a more "stable and non responsive" or even dead feeling mattress? Do you like the feel of "cushy" on top (softer, thicker comfort layers, quilting, pillowtops, plush tops) ... or do you like the feel of "firmer" on top (firm or luxury firm constructions). Do you like the feeling of how the mattress moves with you as you move or change positions or does it seem to "hold you back". Do you like the feeling of sinking in a mattress or do you like to be more on a mattress. Can you imagine doing all the things you do on this mattress or is it "just not right". If you sleep with a partner flop around together to see how movement affects each of you on this mattress. Do you get an initial sense of "wow" or does this mattress feel more like just "OK" or even "not very good". These types of questions will help you narrow down your favorites to just a few. Once you have it down to just a few write your favorites down (anywhere from a couple to half a dozen). You will quickly see the common qualities of the mattresses you preferred and will now have a good idea of the direction you need to go to test the other qualities of your perfect mattress.
At the end of this step you should have a clear idea of the type of mattress core you prefer (foam or innersprings etc), the type of comfort layers that felt the best (soft foam, firmer foam, latex, memory foam, microcoils, natural fibers etc). You will also have a good idea if you like thicker top layers with some quilting or if you prefer thinner top layers without quilting or with just a little.
Once you have spent an hour or a few flopping around on mattresses at one or many outlets and written down the ones that felt the best, it is time to go home and take a look at why you liked the ones you did. If you don't see the pattern, then our forum and the rest of this website is the place to go to ask your questions.
One final suggestion for this step ... and that is do not be tempted by the "offers" you will get or the "we only have one floor model left" or any of the other techniques you will be subjected to to keep you from walking out of a store. I can assure you that a perfect mattress is just around the corner and that true value is available every day of the year. Treat any attempt to keep you from comparing or to create a false sense of urgency as a warning sign that perhaps this is not a good place to do business with rather than letting it create the "sense of loss" that they are trying to instill in you.
Once you have gone home and taken a look at the mattresses you liked the best in this step (with the help of the forum or research on this and other sites), then it is time to begin step 2 which is testing out comfort layers for pressure relief and comfort.