How to tell if a user has gone in and created a menu

By default if a user has not created say a footer or a top level menu then WordPress, in the case of the footer, will use default content like pages and so on to “create” a menu.

I don’t want this to happen. I want to do something like:

if user has not set a menu for footer
   display a message telling them they should.
else
   display said menu.
end

How would I do this?