expected primary-expression before '=' token

I am very new to coding, and I can't seem to diagnose what is wrong with my code. I have read a number of posts on this same subject but can't seem to figure out what I am doing wrong.

Any assistance is appreciated.

#include <Wire.h>
#include <Adafruit_MotorShield.h>
#include "utility/Adafruit_MS_PWMServoDriver.h"

// Create the motor shield object with the default I2C address
Adafruit_MotorShield AFMS = Adafruit_MotorShield(); 
// Or, create it with a different I2C address (say for stacking)
// Adafruit_MotorShield AFMS = Adafruit_MotorShield(0x61); 

// Connect a stepper motor with 200 steps per revolution (1.8 degree)
// to motor port #2 (M3 and M4)
Adafruit_StepperMotor *myMotor = AFMS.getStepper(200, 2);

#include <Conceptinetics.h>
#define DMX_SLAVE_CHANNELS   1
// Configure a DMX slave controller
DMX_Slave dmx_slave ( DMX_SLAVE_CHANNELS );


// current location of motor
#define C 
// DMX value in
#define X 
// how far to move the motor 
#define M 


void setup() {
  AFMS.begin();  // create with the default frequency 1.6KHz
  //AFMS.begin(1000);  // OR with a different frequency, say 1KHz
  
  myMotor->setSpeed(10);  // 10 rpm   
  
  //Enable DMX
  dmx_slave.enable ();
 
  // Set starting address
  dmx_slave.setStartAddress (1);



  //set initial DMX value to 0
  X = 0
  // set inital movment value to 0
  M = 0 
  // set current position to 0
  C = 0

}


void loop() 
{
  
  int X;
  int M;
  int C; 
   
  X = dmx_slave.getChannelValue (1); //get current DMX value from console


  if (C < X) // if the DMX value is greater than the current position
 {
    M = (X - C); // set travel distance to difference between DMX value and currrent position
    myMotor->step(M, FORWARD, SINGLE); //move the stepper motor forward
    C = (C + M); // assign new current position value
 } 
  else if (C > X) // if the DMX value is less than the current position
  {
    M = (C - X); // set travel distance to difference between DMX value and currrent position
    myMotor->step(M, BACKWARD, SINGLE); //move the stepper motor backward
    C = (C - M); // assign new current position value
  } 
  
  else
  {
    M = (0); //set the travel distance to 0
    myMotor->step(M, BACKWARD, SINGLE); // do not move the motor
   }

}

your problem is likely to be here:

// current location of motor
#define C 
// DMX value in
#define X 
// how far to move the motor 
#define M

//in you loop routine you also declare variables with the same name  as your define(s) 
int C;
int X;
int M;

you have 2 options:
Either declare C, X and M as global variables (replace the define(s) with the int declaration) OR keep the int declarations in your "loop" routine.

In the latter case you will still need to delete the #define C ,X and M lines but also the initialisation lines for C ,X and M in your "setup" routine

Remove this from loop()

  int X;
  int M;
  int C;

and change this:

// current location of motor
#define C
// DMX value in
#define X
// how far to move the motor
#define M

to this:

// current location of motor
int C;
// DMX value in
int X;
// how far to move the motor
int M;

then add semicolons to the assigments

  //set initial DMX value to 0
  X = 0;
  // set inital movment value to 0
  M = 0;
  // set current position to 0
  C = 0;

There might be other issues but those are the ones that jumped out at me.

Then, copy and post the COMPLETE error message (in code tags).

Single letter variable names suck. But single capital letters should definitely be avoided. Many of those are already defined as macros in the core. You should give your variables names that give some idea what they represent.