VBA to show error message

Hello rakul_rakul and sintek,

Please try;

Option Explicit

Private Sub Worksheet_Change(ByVal Target As Range)
    
  Application.EnableEvents = False
    
    If Not Intersect(Target, Range("A:A")) Is Nothing Then
     Call Macro
      Else: Target.Offset(-1, 8).ClearContents
    End If
    
  Application.EnableEvents = True
  
End Sub

Option Explicit

Sub Macro()
Dim i As Long
Application.ScreenUpdating = False
With Sheet1
    For i = 3 To .Cells(Rows.Count, "A").End(xlUp).Row
        If .Cells(i, 1).Offset(-1, 8) = "" Then
             .Cells(i, 1) = ""
            MsgBox "Please enter a comment in previous row Column I"
            .Cells(i, 1).Offset(-1, 8).Select
            'Exit Sub
        End If
    Next i
End With
Application.ScreenUpdating = True
End Sub

See attached sample Workbook.

Regards.