I\'m importing GridView from excel
I need to show a message near every empty cell to give the user information about what it should be writing..
Maybe you can use a ToolTip to show your alert:
toolTip1.ToolTipIcon = ToolTipIcon.Warning;
toolTip1.ToolTipTitle = "Warning!";
toolTip1.Show("Missing 'First Name'", x, y);
You only need to guess the location of the cell based on the sizes of the rows and columns of the DataGridView.

ToolTip is in System.Windows.Forms namespace.