today for the first time i started my focus 62 plate 2.0 tdci and the small blue screem beyond the steering wheel messaged   key fob battery low replace soon.   what will happen if i dont

Nothing bad happens but it's pretty inconvenient if the battery dies.  You'll need to use the hidden blade inside the fob to unlock the door.  Then pop off the cover near the steering wheel where the key barrel would normally be and place the fob inside there to disarm the immobiliser and start the car.

The batteries are cheap to buy and easy to replace though so I'd recommend just doing that as soon as possible.  

just orderd some batterys.  strangely i googled this and seems quite a common message even if people are saying tbey are fairly new batterys.  i tried both fobs and both did same.   i locked and u locked car using fob. got in car depressed clutch started car   and no message with either fobs.   how wierd is that.   i will put new battery in tho when it arrives

While you've got the key apart, it's worth ensuring that the battery contacts are clean.  Mine displayed the message a couple of weeks after changing the battery.

thanku for that. when i change battery i will expect message to appear then

changed the batterys in both key fobs even tho when i checked voltage on them they were both still reading over 3 v.  the new ones read over 3v too.  still get the message that keyfob batterys are low and need replacing .