package userinput;

/**
 *
 * @author CHIEF_OGUNDE
 */
import javax.swing.JOptionPane;
public class Main {

    /**
     * @param args the command line arguments
     */
    private static void show(string, "Not Yet Implemented");
    public static void main(String[] args) {
        // TODO code application logic here

        int ERROR_MESSAGE;
        String first_name;
        first_name = JOptionPane.showInputDialog("First Name","Enter Your First Name");

        String family_name;
        family_name = JOptionPane.showInputDialog("Family Name","Enter Your Family Name");

        String full_name;
        full_name = "Your Name is " + first_name + " " + family_name;

        showMessageDialog(null, full_name, "Name",JOptionPane.ERROR_MESSAGE);
        System.exit(0);
    }



}

you may want to add an actual question.

anyway, since your class is not abstract, this will not compile:
private static void show(string, "Not Yet Implemented");
what you are looking for is:

private static void show(String s){
  throw new UnsupportedOperationException("Not yet implemented");
}

as for here:
showMessageDialog(null, full_name, "Name",JOptionPane.ERROR_MESSAGE);
you need to specify where you can find that method, since you write as if you have it locally, which you don't. replace it by this:
JOptionPane.showMessageDialog(null, full_name, "Name",JOptionPane.ERROR_MESSAGE);

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