Contest: ABAP with Style ;-)

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REPORT z_test.
data: feld type char4.
select-OPTIONS: s_f01 for feld,
                s_f02 for feld,
                s_f03 for feld,
                s_f04 for feld,
                s_f05 for feld,
                s_f06 for feld,
                s_f07 for feld,
                s_f08 for feld,
                s_f09 for feld,
                s_f10 for feld.

  IF s_f01[] IS INITIAL.
    IF s_f02[] IS INITIAL.
      IF s_f03[] IS INITIAL.
        IF s_f04[] IS INITIAL.
          IF s_f05[] IS INITIAL.
            IF s_f06[] IS INITIAL.
              IF s_f07[] IS INITIAL.
                IF s_f08[] IS INITIAL.
                  IF s_f09[] IS INITIAL.
                    IF s_f10[] IS INITIAL.
                      Write: / 'Bitte mindestens einen Wert eingeben'.
                    ENDIF.
                  ENDIF.
                ENDIF.
              ENDIF.
            ENDIF.
          ENDIF.
        ENDIF.
      ENDIF.
    ENDIF.
  ENDIF.

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REPORT z_test.
DATA: feld TYPE char4.

DEFINE m_feld.
  select-options: s_f&1 for feld.
END-OF-DEFINITION.
DEFINE m_pruf.
elseif not s_f&1[] is initial.
END-OF-DEFINITION.

m_feld: 01, 02, 03, 04, 05, 06, 07, 08, 09, 10.

IF NOT s_f01[] IS INITIAL.
  m_pruf:     02, 03, 04, 05, 06, 07, 08, 09, 10.
ELSE.
  WRITE: / 'Bitte mindestens einen Wert eingeben'.
ENDIF.

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REPORT Z_TEST.
DATA: FELD   TYPE CHAR4.
DATA: H_Feld type RANGE OF feld.

SELECT-OPTIONS: S_F01 FOR FELD,
                S_F02 FOR FELD,
                S_F03 FOR FELD,
                S_F04 FOR FELD,
                S_F05 FOR FELD,
                S_F06 FOR FELD,
                S_F07 FOR FELD,
                S_F08 FOR FELD,
                S_F09 FOR FELD,
                S_F10 FOR FELD.

APPEND LINES OF: s_f01  to H_Feld,
                 s_f02  to H_feld,
                 s_f03  to H_feld,
                 s_f04  to H_feld,
                 s_f05  to H_feld,
                 s_f06  to H_feld,
                 s_f07  to H_feld,
                 s_f08  to H_feld,
                 s_f09  to H_feld,
                 s_f10  to H_feld.

if H_FELD is initial.
  WRITE: / 'Bitte mindestens einen Wert eingeben'.
ENDIF.

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REPORT z_test.
DATA:  feld     TYPE char4,
       h_name   TYPE char7  VALUE 'S_F01[]',
       h_index  TYPE numc2,
       h_check  TYPE char1.

DEFINE m_feld.
  select-options: s_f&1 for feld.
END-OF-DEFINITION.
m_feld: 01, 02, 03, 04, 05, 06, 07, 08, 09, 10.

FIELD-SYMBOLS <f> TYPE table.
DO 10 TIMES.
  h_index = sy-index.
  h_name+3(2) = h_index.
  ASSIGN (h_name) TO <f>.
  IF NOT <f> IS INITIAL.
    h_check  = 'X'.
  ENDIF.
ENDDO.

IF h_check IS INITIAL.
  WRITE: / 'Bitte mindestens einen Wert eingeben'.
ENDIF.

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  h_index = sy-index.
  h_name+3(2) = h_index. 

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  h_name+3(2) = sy-index.