Python and R overs a friendly way for one to understand the source code written in these languages and users can stop at a given point and inspect the objects (as objects in these languages can be printed in a user friendly way while debugging).
For C++, I don't know if there is similar way. I currently don't use IDE. I know the C++ source code can be compiled with the -g option to allow the use of gdb. But this is still much more difficult than what is in python and R. Does anybody know what might be the best to step through C++ source code and inspect objects when necessary (for code understanding purpose)? Thanks.
Because Python is an interpreted language, you can have this friendly "debugging experience". C++ is a compiled language so when the executable is running, the run-time knows nothing about the source code. That is why we have to use a GDB or something that can help us to associate the binary and the source code. 
So I think you have to get familiar with GDB or just pick a nice IDE.
Eclipse is quite good! You can do anything with it because there are so many plugins for it.
Stepping through C++ programs like in python and R