Hi,
This one of the Data Validation options called (Input Message).
To access to, select the cell that has the input message box, then follow this path:
Data >> Data Tools >> Data Validation >> Input Message
Since the cells that have the Data Validation are merged with other cells in your worksheet, you may see a message box pops up and asking you to extend the Data Validation to them.
If so, click Yes to be able to see the Input Message.
Hope that helps
Regards