Is there way to write debug messages to the console? Or is there some better way to debug? For example, I want to know when something is triggered.

Okay, I figured it out. You create a point entity of type point_clientcommand. Then you can output any command the user could do at the console there. In this case:

echo "Here is my debug message"

Note: The quote characters are important! Read the warning near the top of the page, here:

http://developer.valvesoftware.com/wiki/Game_text

You might also simply run 'developer 2', which shows all inputs/outputs firing (assuming you're trying to debug entity logic)