When I write an application with a programming language and I want some inputs from the user, should I use the word "Enter" or "Insert"?
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It depends on how the user is giving input. If they are entering data from a command-line or from text-boxes, I would suggest "Enter". I think most users, even non-technical ones, would already be used to this term in the context of data-entry.
I'd only use "Insert" if they are actually inserting data amongst (or in between) existing data in some sort of data grid/table, but I do a lot of work with databases so maybe that's why it has such a specific meaning to me.
I think "Enter" would be better. Beacause to me the word "Insert" seems to be very much associated with the physical activity of inserting something.
Why not "input"? As in "please input your data".
Otherwise, the less words the better, you can simply prefix input boxes with descriptions, such as:
I'd be inclined to do this.