There are two important windows that can be opened from Debug | Window, and they are Watch and Locals. Both the Watch and Locals windows are visible in the screenshot here:

The Locals window automatically shows the local variables of the currently executing function. It's very useful for debugging. The Watch window works similarly, except you must provide the name of each variable to watch. To do so, double-click on the first empty item's name, and type the name of the variable to watch.