how to identify message class and message ID of a standard message displayed on the pop up?

Hi experts

I am new to CRM and wanted to know details on message class. would appreciate your help !!!

Scenario: On the CRM UI screen i navigate from one view to another view and i get a pop up with the message: " Required entry field not filled. Navigate anyway? ".

I need to replace this standard message with a custom message. can you please advise on how do i identify the message class and message ID of the message displayed on the pop-up?

Thanks
Chinky.