This is a key security issue, but unfortunately many of the Joomla site-owners need guidance on this. First, let's see what you should know: Joomla is a typical LAMP (Linux/Apache/MySQL/PHP) application, even if runs on many other platforms too....

 
It seems that module parameters haven't been configured properly. Please make sure that you are using a valid twitter username, and that you have inserted the correct keys. Detailed instructions are written in the module settings page.
Joomla Tutorials for Beginners