I'd use an adjacent cell and put a formula like:
=if(a1<"","","Please complete A1")

I'd use a nice big bold red font.

Wanna Learn wrote:

Hello I created a form and some fields have data validation with a pop up
message "Required field must be completed" and of course sometimes message is
ignored. How can I make sure that a cell is not blank before they continue
to the next field . once the cell is selected they have to complete the
field before they can proceed. thanks

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Dave Peterson