When you specify data validation for a cell or range of cells, you can optionally define a note or help message that appears as soon as the user clicks on the cell. It could be a simple message like "Please enter a whole number less than 10" so that the user is aware that there is a restriction on the data he is about to enter.
Input message is optional and is set using the Data Validation dialog - select the Validation command from the Data menu and select Input Message to see this dialog.
To turn on the Input Message, check the Show input message box.
Set a title for the Input Message note (appears in a larger, bold font) for the message in the Title box.
Use the Input Message box to enter the text of the message.
See also:
Defining an Error Message for invalid entries