This is an example using cell B9.  Once the cell is selected, a value must be
entered before the user can navigate elsewhere.

Put this event macro in the worksheet code area

Public b9 As Boolean

Private Sub Worksheet_SelectionChange(ByVal Target As Range)
Set r = Range("B9")
If Intersect(Target, r) Is Nothing Then
   If b9 Then
       If IsEmpty(r) Then
           MsgBox ("B9 must be filled")
           r.Select
       Else
           b9 = False
       End If
   End If
Else
   b9 = True
End If
End Sub