"Which Direction" question should remind you what action you are doing.
It pops up the dialog, but are you chatting? Pickpocketting?
I was reminded of this when doing the Arena Quest. If there's a ratling trader next to you and the arena master when you 'C'hat, you get a "which direction" message. I always panic a bit and hope I actually hit 'C'hat and not something else. It would be nice if the text of that message specified the action I was going to take.
Now, I know if it didn't ask (because there was only the arena master), I'd just go ahead and do it, so this doesn't actually "protect" me from bad keystrokes, but it would still feel comforting.