How can I make an "are you sure" prompt in a Windows batchfile?

You want something like:

@echo off
setlocal
:PROMPT
SET /P AREYOUSURE=Are you sure (Y/[N])?
IF /I "%AREYOUSURE%" NEQ "Y" GOTO END

echo ... rest of file ...


:END
endlocal

try the CHOICE command, e.g.

CHOICE /C YNC /M "Press Y for Yes, N for No or C for Cancel."

The choice command is not available everywhere. With newer Windows versions, the set command has the /p option you can get user input

SET /P variable=[promptString]

see set /? for more info