if you plan to develop a SharePoint Page Framework extension or run some sample code that download from GitHub.
you must have the following things ready
1. You must have an Office365 tenant. you can verify it by go to Office365 Admin Center,
Admin Center --> Billing --> Subscriptions
you should have Office 365 Enterprise E3 Plan
2. you must select First Release For selected users or First release for everyone in Release Preference.
Admin Center ---> Settings ---> Organization Profile
3. click Edit button in the Release Preference Section
4. select either First release for everyone or First release for your entire organization.
then you should see the Allow Debug Scripts Window Popup
Happy Debugging on SPFX Development.