A debugger lets you see what happenes during processes, and sometimes lets you see what happened prior to a crash - such as what was in memory, what was being carried out, etc. It isn't necessary to have one installed, but cool none the less. They can also help you get out of crashes sometimesa. If you have a debugger installed (such as Macsbug), it says so at startup. What I think you're saying is that one of the resources says "Debugger installed". This is only shown if a debugger is installer (funnily enough).
If you want a different startup screen, just make a graphic or whatever, and use GraphicConverter or something and save as "startup screen". Name it StartupScreen and drop it in your System Folder.
Your questtion wasn't very clear, does this answer it?