You can add and modify this CSS code to your stylesheet to change the look of the Validation Error message.

.gform_wrapper div.validation_error {
    color: #000 !important;
    font-size: 100% !important;
    font-weight: normal !important;
    border: 1px solid #e8e8e8 !important;
    padding: 1em 0px 1em 20px !important;
    } 1em 0px 1em 20px !important; 8 }