You don’t even have to record!
Since “macros” are really just keystrokes contained within a register, you don’t even have to use Vim’s recording functionality to start recording a macro. It mainly exists as a convenience function — and it’s definitely what you want to be using most of the time — but it isn’t strictly necessary!
Instead, you can type out the macro steps on a line, then yank that line into a register of your choosing — say "x. You can then execute the contents of the "x register with @x. If you do this, you will have created and executed a macro without ever using Vim’s recording functionality.
Try it in the editor. Work through the checklist below. Write the keystrokes A!!! on a line of their own, yank that line into the "x register with "xyy, then move back to the headline and execute the register with @x. Amazing!
One quirk to be aware of: yy yanks the line’s trailing line break too, so the replay ends with a press of Enter. The macro is in insert mode at that point, so the Enter opens a fresh line and leaves you in insert mode — just hit Esc to settle back into normal mode. (If that bothers you, yank the keystrokes without the line break — e.g. 0"xy$.)