One of the first things to ask yourself is "Is this good leftover? Does it look just as good the next day?" If the answer to those is yes, then clearly your dessert can be made in advance. If it is a cake or pie you have never made before, you can assume most are just as good made one day ahead.
The big exception to this is when whipped cream is a major component of the dessert, because the air bubbles that make whipped cream light and fluffy will at least partially deflate, and the whipped cream may lose some of its volume.
For some inspiration, see 8 Make-Ahead Desserts.
Recipe: Vanilla Bean Pudding