How do I get a MailChimp API?
Log in to your MailChimp account. Click on "Account" >> "Extras" >> "API keys". See also http://kb.mailchimp.com/accounts/management/about-api-keys
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.