There's a lot going on behind the scenes in this emulation; the messages menu lats you listen in on what's going on. Just make sure the disassembly window is showing, and enable whatever type of message you're interested in reading.
The windows menu
Nothing tricky here, but this would be a good time to run over the default set of windows.
Registers
A display of the 6502 registers, including the program counter and status flags
Speed
Gives the emulated speed; 1 Mhz is about full speed.
Messages
This window shows all of the messges you requested from the Messages menu, plus a few you probably didn't. When you have disassembly turned on, you see it here.