Avoid going to Setup | Deployment status on "validate deployment don't run any tests"
If you are deploying to PROD and
a) You have Apex classes in your deployment
b) You choose Validate Deployment - Don't run any tests
The Validation will fail and Gearset will tell you to check the target org Setup | Deployment Status where as suggested, the most likely cause is test coverage failures.
This is in fact true but it seems that Gearset could warn you before acting on a PROD deployment with non-test apex classes and 'don't run any tests' that this will be guaranteed to occur and give you a chance to reconsider your choice before wasting time.
Gustavo Tandeciarz commented
This should be the case only when the deployment includes apex classes or triggers. I can delete Apex Classes without running tests on Prod without issue and I'd like to maintain that functionality.