Matrix dynamic pop up

Hi @Geny please try the below code. 
Replace the relevant question ID and answer choice ID along with the required error text message.

Qualtrics.SurveyEngine.addOnReady(function() {
    var relevant_choice = document.getElementById("QR~QID11~1~2"); // Replace this with your question ID and answer choice ID
    relevant_choice.onclick = function(click) {
        var recall = confirm("Error Message"); // Replace this text with your required error message text
        if (!recall) click.preventDefault(); 
    };
});

 @Geny On the left hand side of your question you will find an option to add Javascript, see image below. 

The code I provided in the above post, you will need to customize it according to your question ID and answer ID. 

”QR~QID11~1~2” targets the question ID 11 and the cell of row 1 column 2. If you want to do it for the whole column 2 then you will need to amend it accordingly.