Pika Prompts are a feature of the game where Pikachu will talk to you. These are small clips that can provide more context to Pikachu's character and more context about the cases and the storyline. Many have specific requirements such as location and Pokémon/characters around you. Sometimes Tim will call to you in order to prompt them, calling your name to talk to him, but you can activate it manually by pressing the Pikachu icon on the bottom screen

Once you have unlocked the Pika Prompts, by talking to Pikachu, you can rewatch them at any time from the Pika Prompt menu on the title screen. This allows for you to select whatever one you wish to watch, run through them in order or shuffle them. You even have the ability to favourite your preferred Pika Prompts and include them in a list of your favourite ones.

If you missed the Pika Prompt during your playthrough, you can either replay the chapter and try to activate it, or alternatively, after completing the game you can scan the special Detective Pikachu amiibo which will unlock all the Pika Prompts for you to watch in one go.