How do I get a MailChimp API?
Log in to your MailChimp account. Go to https://admin.mailchimp.com/account/api/ and create an API key.

How do I customize the errors or messages?
One way is to use the concrete5 Translation Interface. You can find this by typing "Translation Interface" in the intelligent search. Another way is to override the block controller. To do this, copy the controller.php from '/packages/d3_mailchimp/blocks/d3_mailchimp' to '/application/blocks/d3_mailchimp/'. Once copied, you need to alter the namespace on line 2: "namespace Application\Block\D3Mailchimp" and clear the cache.

How to customize the look & feel?
You'd create your own template easily by copying '/packages/d3_mailchimp/blocks/d3_mailchimp/view.php' to '/application/blocks/d3_mailchimp/templates/template-name/view.php'. If you want to customize the CSS, you'd also create a view.css file in that folder.