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The REPL can be an invaluable tool when you want to experiment with certain MicroPython libraries or certain features on a device. It lets you easily import different Python modules and call functions provided by those libraries in a more direct fashion to discover how they will actually interact with the hardware. Many components on these microcontrollers can be fine-tuned for different project needs. The REPL frequently ends up being an ideal place to do this fine-tuning.