Like the fine people above have mentioned, depends on what conditions you want to the error message to come up?
Could a conditional show/hide on a text box or as stated above the custom error message.
you can do this easily,
Go to Chart Property->general->Error message.
1)Either you select the system defined error message from the list or,
2) you can write you own user defined message in below highlighted section .
Or else you can create a text object and in layout write conditional expression to activate the text object while mentioned error condition will true.
Hope this helps you.