How to open warning/information/error dialog in Swing?

import javax.swing.JFrame;
import javax.swing.JOptionPane;

public class ErrorDialog {

  public static void main(String argv[]) {
    String message = "\"The Comedy of Errors\"\n"
        + "is considered by many scholars to be\n"
        + "the first play Shakespeare wrote";
    JOptionPane.showMessageDialog(new JFrame(), message, "Dialog",
        JOptionPane.ERROR_MESSAGE);
  }
}

See How to Make Dialogs.

You can use:

JOptionPane.showMessageDialog(frame, "Eggs are not supposed to be green.");

And you can also change the symbol to an error message or an warning. E.g see JOptionPane Features.

JOptionPane.showOptionDialog
JOptionPane.showMessageDialog
....

Have a look on this tutorial on how to make dialogs.