Lightly touching the buttons on the bottom half of your Control Center remote will display a pop-up on the bottom right of your TV screen showing you which button your finger is resting on. Here's what one looks like:
Because button functionality can change depending on which device Control Center is using, this feature can be very handy, especially while watching TV in the dark. If you prefer you can turn off this feature by going to Settings > General. Here, you can enable/disable this feature by selecting “Show hints on Remote button touch”:
Note that there is a separate option for volume control hints. These are disabled by default but you can turn them on if you wish.