To “print” a message, you can use raise notice from within a PL/pgSQL function:
http://www.postgresql.org/docs/current/static/plpgsql-errors-and-messages.html
Note that the client must have set the value of “client_min_messages” to the appropriate level in order to receive the “notice”.
pgAdmin has a debugger for functions: http://www.pgadmin.org/docs/1.18/debugger.html
(But I have never use it as I don’t use pgAdmin).