There is a built-in Log command in Quest, which writes to a log separate from the normal text output the player sees. You can access the log by clicking the Log button or pressing F11 while playing a game. If you add this command to the "enter" script for a room:
Log("Entered room")
then you will see this in the log:
06/04/2015 21:10:06 Entered room
The Debugger allows you to view objects, exits, command, turn script, etc along with all of their attributes, dynamically as the game progresses. It's handy especially if you're using a number of state variables (flags, etc.) and wish to see what the current state of them is. The only problem I have had with the debugger is that, with scripts touching a lot of objects and attributes, there can be a noticeable game slowdown if the Debugger window is open.