Attach event handler in XAML :
<toolkit:ListPicker SelectionChanged="ListPicker_SelectionChanged"
.......
>
.......
</toolkit:ListPicker>
Make the event handler display message box :
private void ListPicker_SelectionChanged(object sender, SelectionChangedEventArgs e)
{
if (myLst.SelectedItem != null)
MessageBox.Show(myLst.SelectedItem.ToString());
}