I'd like to see what I do when I'm navigating in Vim just as we could see on the following picture :
Could anyone be able to tell me how is it possible to do it? Is there exist a certain plugin for that?
I believe the screenshot is referencing http://vim-adventures.com/.
The only assistance I can offer is to add the following to your .vimrc:
set showcmd
This will show commands you issue in normal mode (like dd, dw, etc.), but it won't show things like the navigation keys (h, j, k, l).
da
, I can see what I'm doing, because of the "cloud".