When I am learning Python I can use the REPL to test my line of code. I get an error if the line of code is incorrect.
Is there an equivalent in Arduino?
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The compiler output log.
REPL does more than the compiler - it also "runs" the code.
The equivalent of REPL is not possible for an Arduino because the code must be compiled and uploaded to the Arduino before it can be run. And all that is uploaded to the Arduino is the HEX machine code that the compiler created. The text of the code that the programmer writes is not uploaded so that (for example) the Arduino has no idea what variable names were used - all the names are converted to addresses in memory.
...R