One way to see System,out and System.err messages, including exceptions, is to use a remote console by running EV3Control or EV3ConsoleViewer from the ev3tools project. To run EV3Control, you need to update the menu program on the EV3 see viewtopic.php?f=18&t=5107&start=30#p21405
We need to improve how this is done.
If you execute a program with the LCD Debug option, you will see System.out and System.err output, including exceptions, on the LCD screen. Perhaps we should make that option wait for a button press before it returns to the menu. It could perhaps do something like flash the LEDs to indicate that the program has finished. A problem with this is that some messages will scroll off the screen.
You can always run a program by ssh and get full control of it, as described in the Wiki. You should suspend the menu first if you do this or LCD output from the menu will interfere with your program.
If the message that you don't see is an LCD one from your program, rather than an exception, you can always wait for a button press at the end of your program.
If anyone has other suggestions on how best to do this, please let me know.