You can see the name of the action macro you have just created, in the drop down list of the action recorder panel. Click on the fly-out next to Action Recorder, and you can see all the steps/command you performed to create the action macro.

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Right click on any of the commands and click on Insert user message. You will get a dialogue box where you can type the text you want to show your user. When the action macro is run, the message will be displayed before performing that particular step. Only when user clicks on OK will the macro proceed further.
Similarly, you can add a request for user input with the action macro by right clicking any of the commands and selecting Request for user input. What it will do is ask the user to select an option whether he/she would like to go with default recorded value or see the result with some new value.