Some districts are rather easy to place (Campus, Holy Site, Commercial Hub, Harbor), because their adjacency bonuses are visibly evident since they are tied to the map environment (mountains, rivers, unimproved resources). When you choose to put on in your build queue, the bonuses will show up immediately on the city screen.
Some are a little tougher (Theater Square, Industrial Zone), because their adjacency bonuses are less obvious ahead of time since they are tied to other things you place on the map (other districts, wonders, tile improvements). If you already have the adjacency providing elements on the map, you can see the bonuses. But if you are placing these districts first, you might want to do so planning (this is where the map pins come in extremely handy).
And some just have no adjacency at all, so your decision making process is akin to making chess moves strategically based on future moves down the road. Or, in the case of Encampments, it might come down to where you want that extra ranged attack coming from.
Also, I'm not sure if this is in the base game or a mod I'm using, but hovering over the district in the build list should give you a mouse-over listing all the district's adjacency bonuses.