Pretty much all wikis would have a "Sandbox" page for trying out that particular wiki's individual syntax and features.

I'd wager that most wikis use the MediaWiki software, which is what Wikipedia runs on.

One particular thing that comes to mind though, is that Fossil (https://fossil-scm.org/) has a private local-only sandbox: https://fossil-scm.org/home/wikiedit?name=Sandbox. It saves to your browser's persistent storage, but never on the server.