You should usually start a log file when using Stata. This keeps a record of everything you type and everything Stata displays. There is a Log button at the top left of the Stata window. Click on this button. You will now be prompted to choose a name and location for your log file. The default folder is probably labelled Data, which is a folder belonging to the Stata program. You need to change this to your own temporary folder. Click on the small triangle to the right of the folder name to get a list of choices and select Hard Drive (C:), then My Documents, then your own folder. Now click on the box labelled File Name and type the name for your log file (eg tutorial.log). Click Ok to continue.
A log window will now appear. To make it go away, click the cross button at its top right. This does not turn off the log file. To close the log file or to temporarily suspend logging click on the Log button again.