This is one way
   Dim rng    As Range
    Dim r      As Long
    Dim msg    As String

    'range containing data
    Set rng = ActiveSheet.Range(Cells(1, 1), Cells(Rows.Count, 1).End(xlUp))
    'build the message
    For r = 1 To rng.Rows.Count
        If msg = "" Then
            msg = Cells(r, 1).Value & ": " & Cells(r, 2).Value
        Else: msg = msg & vbNewLine & Cells(r, 1).Value & ": " & Cells(r, 2).Value
        End If
    Next r
    'display the message
    MsgBox msg