My memory on this is a little fuzzy since I thought the story was in one of the Golden Age of anthologies that I have but I can't find it there.
I can provide a few more details than in the title.
There are a few different episodes or situations. We are not quite sure what is going on at first but we come to understand that the different characters are actually the same person in multiple simulations or incarnations being tested or assessed by some Galactic Overlord I believe as a replacement or a successor.
IIRC the first episode begins with the character as a prisoner: we see how he responds to being tortured. In one episode, the same character is a musician about to be in a competition. The denouement occurs with the person being told that he was successful: he has been chosen/is successful and will be the new Galactic protector or overseer.
I would just like to find a title and author for that so I can track down the story again. I think it was written in the 1950s or earlier.