What is the most simple example to check if X11 forwarding is working?

Instead of the ssh command you issued, try:

$ ssh -v -Y user@cluster

Add another argument -v enable the debugging mode for ssh command. Search for a line containing Requesting X11 forwarding, like in:

$ ssh -v -Y user@cluster
[...]
debug1: Requesting X11 forwarding with authentication spoofing.
[...]

After logging in, you can try the following commands for opening a X window: xterm, xclock, xcalc, xedit, etc These were already mentioned in comments.

You asked for a dialog box with a custom text, so you should try xmessage:

$ xmessage -center hello!