Although the Little Boy design wasn't tested before use as it was a very conservative design, there have been quite a few tests of uranium based bombs - both implosion and gun type designs.
Partly because it was a conservative design, and partly because there just wasn't enough U-235 to build an extra bomb for testing. None of the U.S.'s three completely separate experimental enrichment processes were working that well, so they resorted to running them in series to get a result that was enriched enough to be used, which resulted in relatively low throughput.
The scientists and engineers ended up confident enough in the implosion design that Oppenheimer recommended to Groves that Little Boy be dismantled and the U-235 used to build two or three implosion bombs instead.