VBA to show error message

Hi Rakul

Perhaps this could work...
In Sheet1 Module

Option Explicit

Private Sub Worksheet_Change(ByVal Target As Range)
    If Not Intersect(Target, Range("A:A")) Is Nothing Then Macro
End Sub

In std module

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

Yep...Tests fine...
In attached... Complete columns A2:H2 and J2:L2....Leaving I2 blank...
Then try and enter into A3...

works for me...have you enabled macros

Try this....In sheet1 module

Option Explicit

Private Sub Worksheet_Change(ByVal Target As Range)
    If Not Intersect(Target, Range("A:A")) Is Nothing Then
        If Target.Row > 2 Then
            Application.EnableEvents = False
            If Target.Offset(-1, 8) = "" Then
                MsgBox "Please enter a comment in previous row Column I", vbInformation, ""
                Target.Offset(-1, 8).Select
            End If
            Application.EnableEvents = True
        End If
    End If
End Sub

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.

Another way
-lazier, brute force approach

place in sheet module

Private Sub Worksheet_Change(ByVal Target As Range)
If Target.CountLarge > 1 or Target.Row < 2 Then Exit Sub
    If Not Intersect(Range("A:H"), Target) Is Nothing Then
        If Cells(Target.Row - 1, "I").Value = "" Then
            Application.EnableEvents = False
                Target.ClearContents
                Cells(Target.Row, "I").End(xlUp).Offset(1).Select
                MsgBox "Bad"
            Application.EnableEvents = True
        End If
    End If
End Sub