You can actually have the game ask for opportunity attacks. If you open your character tab (or party view), up at the top, there’s a tab for “Reactions”. You can set it to automatically take opportunity attacks or ask before.
I think he means when you’re moving through their range and they can take an opportunity attack on you. I dont find the arrow hard to see but if you do miss it it doesn’t confirm that you want to move through an enemy’s melee range. It does cancel the movement afterward though without ending your turn or anything