Open the Error Check Window by clicking on the Error Count in the Debugging Toolbar:
The Error Check Window shows any setup errors that the Error Checker finds in your project:
Select an error to see a description of the error.
Select Goto Error (or double-click the error) to select the offending FSM/State.
When the game is running the Error Check Window shows Runtime Errors in the same format, so you can quickly find any error in an FSM.