There seems to be limited debugging support. But if you have Acrobat (as opposed to Reader) then you can bring up the JavaScript Debugger console and navigate to the code within your form (under the XFA node in the scripts window, see example in image below) and set a breakpoint. Once the breakpoint has been hit you can then use the console to examine properties, update properties call methods, step in, step out and step over. One trick is that the console does not like double quotes, so you will have to use single quotes (if you need a single quote escape with a double backslash, that is ‘\\’’ is a string of one single quote). Also you need to use the Ctrl-Enter key not just the Enter key. The Inspect window will only show properties that your scripts have already referenced so I have not found that part to be very useful but you can work up the call stack using the drop down above it.
The biggest problem I find is that the debugger does not seem to know about the XFA script objects, so you can’t navigate to them and can’t set a breakpoint. But if you set the breakpoint within an event script that calls into one then you can step into one but you will have to work blind as it wont show the code it is executing

For some strange reason this doesn’t seem to work when using the preview tab of Designer.
Bruce