That is the server validation error message.
In most cases it isn't necessary since it would only be used if someone turned javascript off in their browser.
To add it, you would add a span with the textfieldServerError class and a unique ID and the text with the error message you want displayed, usually matching the client error text. Then highlight the span and click the plus button and apply a form toolkit show if server behavior to only show that span if it fails the validation for that field.