worksheets(1) for first sheet
worksheets("sheet1") for named sheet
vbYesCancel might be used instead
Sub stay_OR_Sheet1()
MsgBox "Do you want to go sheet1", vbYesNo
On Error Resume Next
If vbYes Then Worksheets("sheet4").Activate
If Err.Number = 9 Then
MsgBox "Sorry but sheet4 no longer exits, so staying here anyway"
End
On Error GoTo 0
Rem rest of code
End Sub