Modelling of cosmic ray transport and interpretation of cosmic ray data ultimately rely on a solid understanding of the interactions of charged particles with turbulent magnetic fields. The paradigm over the last 50 years has been the so-called quasi-linear theory, despite some well-known issues. In the absence of a widely accepted extension of quasi-linear theory, wave-particle interactions must also be studied in numerical simulations where the equations of motion are directly solved in a realisation of the turbulent magnetic field. The applications of such test particle simulations of cosmic rays are manifold: testing transport theories, computing parameters like diffusion coefficients or making predictions for phenomena beyond standard diffusion theories, e.g. for cosmic ray small-scale anisotropies. In this review, we seek to give a low-level introduction to test particle simulations of cosmic rays, enabling readers to perform their own test particle simulations. We start with a review of quasi-linear theory, highlighting some of its issues and suggested extensions. Next, we summarise the state-of-the-art in test particle simulations and give concrete recipes for generating synthetic turbulence. We present a couple of examples for applications of such simulations and comment on an important conceptual detail in the backtracking of particles.