I’m quite a fan of having a validation summary block in InfoPath, similar to how one would have validation in ASP.NET.

To start, we can create sections directly from our fields.

You can right-click drag the fields directly into the designer and select “Section”.  This will create empty sections that are bound to the fields directly.

Put text labels within the sections with a friendly message for each field.  I also made the default background light red.

Create validation rules to ensure the field isn’t blank.  Hide the control when they are valid.

The end result is a pretty view for validation.  When the textbox is blank, the validation warning appears.