Yes it'll need VBA.

You'll need to grab the on-change event for the sheet and check whether it's
a column  B cell  that has changed, then grab its row number and look at its A
cell. If that cell is empty, you will need to move the selection to the
empty cell.

Then you'll also need to grab the sheet's selection change event and check
whether it's a column A cell that you're coming from; whether it's still
empty; and whether its column B cell is non-empty. If it is, then you want
to put up an error  message and move the selection back to the cell. (You
will possibly - I'm not sure - also need to return a cancel from the
selection change event to override what the user  was trying to do.)

If I recall correctly, the selection change event will tell you where you're
moving to - rather than where you've come from - so you would also need to
remember which cell you were working on by processing the previous selection
change.

This is fairly advanced VBA programming and might be a bit beyond your
current experience level.