**SOLVED**
Sorted this myself.
Modify file Checkout_lang.php from main--> Language--> English
I have changed the fields names to include a red asterix at the end of the field to include this field must be filled in.
Also changed from "state" to "county" - state is a very American phrase, we use county.
Here is what the code
$lang['label_customer_name'] = 'Customer Name';
$lang['label_first_name'] = 'First Name <font color="red"> * </font>';
$lang['label_last_name'] = 'Last Name <font color="red"> * </font>';
$lang['label_email'] = 'Email <font color="red"> * </font>';
$lang['label_telephone'] = 'Telephone <font color="red"> * </font>';
$lang['label_address'] = 'Delivery Address';
$lang['label_address_id'] = 'Address Id';
$lang['label_address_1'] = 'Address 1 <font color="red"> * </font>';
$lang['label_address_2'] = 'Address 2';
$lang['label_city'] = 'City <font color="red"> * </font>';
$lang['label_state'] = 'County <font color="red"> * </font>';
$lang['label_postcode'] = 'Postcode';
$lang['label_country'] = 'Country';
$lang['label_order_type'] = 'Order Type';
$lang['label_delivery'] = 'Delivery';
$lang['label_collection'] = 'Pick-up';
$lang['label_order_time'] = 'Delivery or Pick-up Time';
$lang['label_payment_method'] = 'Payment Method';
$lang['label_terms'] = 'By clicking <strong class="label label-success">Confirm</strong>, you agree to the <a href="%s" data-toggle="modal" data-target="#terms-modal">Terms and Conditions</a> set out by this site, including our Cookie Use.';
$lang['label_comment'] = 'Add Comments';
$lang['label_ip'] = 'IP Address';