The value sockets are divided on two types in GN, field and singular ones. More about that here: Why node socket shape is different (diamond vs circle)?
Field values
The value without geometry doesn't make sense. If you connect a random value node to some geometry, you will get a random value for each item in the set:

To make it clear, let's look at this setup:

Here, as you can see a plane with 4 points is created, and each of 4 points is moved in z direction at random value. Then the plane is subdivided 4 times and each of the resulted point is moved at random value, forming a noise pattern.
I think you expect to see 2 different random generators for each step. But it's not necessary, because random generates values for geometry plugged in.
So if you try to debug first step, you should do this like this:

4 values generated.
And for second step:

289 values.
Another example is then you add this random value to some point position:

If you don't connect this to some geometry, where Blender should get positions of vertices?
Singular values
But what about singular values? We need to note, that Random value node by default is not a singular one. To make it singular, we need to plug in a singular value in the ID value, so then it will be used as singular value (round socket) Geometry Nodes: How to use the Random Value node? (Output is red) :

So to debug singular values (round socket) you don't need a special node. Just hover mouse over the socket to preview its value:

but the node should be connected somehow to output to be calculated:

- see here ?
– gordie Apr 04 '22 at 08:39