Hi Honkawad,
Eg: if you want to make the part work @ 2g, 100Hz ODR, enable SELF_TEST,
you need to write FILTER_CTL and SELF_TEST registers.
If the part is in measurement mode already, after writing FILTER_CTL register, the part will work according to your configuration and give the output but this output may be not the ones that you like since you did not write SELF_TEST register yet.
After writting all registers that you would like to process, then make the part in measurment mode, it will output the ones that you like to see.
Hope these are clear to you.
BR
Neil