Here is a list of possible validation error messages that can be returned on Identity creation or update.
Error messages are returned in errors section. There can be multiple error messages in one response. General error response example:

{
    "type": "https://tools.ietf.org/h....1",
    "title": "One or more validation errors occurred.",
    "status": 400,
    "traceId": "00-7cb17939b823f1e1d0c7d1a5f5ea6173-b8ec4507b0253632-00",
    "errors": {
        "LegalStructure": [
            "Legal structure is invalid"
        ],
        "Address.Country": [
            "'Country' is not valid"
        ],
        "Address.Street2": [
            "'Street2' is too long"
        ]
    }
}

Personal Validation Errors

Parameter to validate	Code	Validation error
Email is not provided	400	"Email": ["'Email' is null or empty"]
Email is invalid	400	"Email": ["'Email' is not a valid email address"]
FirstName is not provided	400	"FirstName": ["'First Name' must not be empty."]
First name >100 symbols	400	"FirstName": ["'First Name' is too long"]
LastName is not provided	400	"LastName": ["'Last Name' must not be empty."]
LastName >100 symbols	400	"LastName": ["'Last Name' is too long"]
MiddleName > 100 symbols	400	"MiddleName": ["'Middle Name' is too long"]
Phone is not provided	400	"Phone": ["Phone is not valid"]
Phone>20 characters	400	"Phone": ["'Phone' is not valid", "'Phone' must be between 1 and 20 characters. You entered 21 characters."]
Phone number is VoIP	400	"errors": {"5a0b8ca6-5cf3-4133-b430-d4a77cfd5dc7": ["Identity wasn't created as provided Phone Number type is VoIP."]}, "title": "Identity wasn't created as provided Phone Number type is VoIP."
SSN - social security number	400	"Ssn": ["The specified condition was not met for 'Ssn'."]
DateOfBirth	400	"DateOfBirth": ["The specified condition was not met for 'Date Of Birth'."]
Address	400	"Address.Street1": ["'Street1' must not be empty."]
Address.PostalCode is missing	400	"Address.PostalCode": ["'Postal Code' must not be empty."]
Address.PostalCode has invalid format	400	"errors": {"Address.PostalCode": ["'Postal Code' is not in the correct format."]}
Address.State is not provided (if US)	400	"Address.State": ["'State' must not be empty.", "The specified condition was not met for 'State'."]
Address.State is invalid	400	"Address.State": ["'State' is not valid"]
Address.State > 35 symbols	400	"Address.State": ["'State' is too long"]
Address.City is not provided	400	"Address.City": ["'City' must not be empty."]
Address.City > 35 symbols	400	"Address.City": ["'City' is too long"]
Address.street1	400	"Address.Street1": ["'Street1' must not be empty."]
Address.street1 > 100 symbols	400	"Address.Street1": ["'Street1' is too long"]
Address.street2 > 100 symbols	400	"Address.Street2": ["'Street2' is too long"]
Address.Country is missing	400	"Address.Country": ["'Country' must not be empty."]
Address.Country is invalid	400	"Address.Country": ["'Country' is not valid"]
Identity with duplicated SSN is found	409	"errors": {"54b1f5cc-f44d-44fe-976b-2a642c8b67e7": ["Validation error"]}, "title": "The identity with ssn '123-45-4625' already exists in current organization"
Identity with duplicated Phone is found	409	"title": "The identity with phone '+12027781111' already exists in current organization"
Identity with duplicated Email is found	409	"title": "The identity with email '[email protected]' already exists in current organization"
Simultaneous creation of duplicated identities	409	"title": "This item already exists."

Business Validation Errors

Parameter	Code	Description
CompanyName is missing	400	"errors": {"CompanyName": ["'Company Name' must not be empty."]}
CompanyName >60 characters	400	"CompanyName": ["'Company Name' must be between 1 and 60 characters. You entered 61 characters."]
Phone number is invalid	400	"Phone": ["'Phone' is not valid", "'Phone' must be between 1 and 20 characters. You entered 21 characters."]
Website	400	"Website": ["'Website' must be between 1 and 100 characters. You entered 101 characters."]
EIN is not provided if country is US	400	"Ein": ["'Ein' must not be empty."]
EIN is not valid	400	"Ein": ["The specified condition was not met for 'Ein'."]
Email is missing	400	"Email": ["'Email' must not be empty.", "The specified condition was not met for 'Email'."]
Email is invalid	400	"Email": ["'Email' is not a valid email address."]
Address	400	"Address": ["'Address' must not be empty."]
Address.Street1	400	"Address.Street1": ["'Street1' must not be empty."]
Address.Street2	400	"Address.Street2": ["'Street2' is too long"]
Address.City	400	"Address.City": ["'City' must not be empty."]
Address.Country	400	"Address.Country": ["'Country' must not be empty.", "'Country' is not valid"]
Address.State	400	"Address.State": ["'State' must not be empty.", "'State' is not valid"]
Address.PostalCode	400	"Address.PostalCode": ["'Postal Code' must not be empty."]
RegionOfFormation is not provided	400	"RegionOfFormation": ["'Region Of Formation' must not be empty."]
Description is not provided	400	"Description": ["'Description' must not be empty."]
EstablishedOn is not provided	400	"errors": {"EstablishedOn": ["'Established On' must not be empty."]}
LegalStructure is not provided	400	"LegalStructure": ["LegalStructure is required"]
MailingAddress	Optional
MailingAddress.Street1 is missing if MailingAddress section is provided	400	"MailingAddress.Street1": ["'Street1' must not be empty.", "'Street1' is not valid"]
MailingAddress.Street1 >100 symbols	400	"MailingAddress.Street1": ["'Street1' is too long"]
MailingAddress.Street2 >100 symbols	400	"errors": {"MailingAddress.Street2": ["'Street2' is too long"]}
MailingAddress.Country is missing	400	"errors": {"MailingAddress.Country": ["'Country' must not be empty.", "'Country' is not valid"]}
MailingAddress.State is missing	400	'State' must not be empty. / 'State' is not valid
MailingAddress.State is invalid	400	'State' is not valid
MailingAddress.State is invalid > 35 symbols	400	'State' is too long
MailingAddress.PostalCode is missing	400	'Postal Code' must not be empty. / 'Postal Code' is not in the correct format.
MailingAddress.PostalCode is invalid	400	'Postal Code' is not in the correct format.
Identity Container Id is missing	400	'identityContainerId' is required. Should be type of Guid
Number of beneficial owners >5	400	beneficial owners exceeds the max limit of 5
EIN check Failed	400	Business Identity can't be created as Taxpayer Identification Numbers check was failed.
Duplicated EIN	409	The Business Identity with EIN '12-3456769' already exists in current organization
Provided Personal Identity is Suspended	400	Operation is not allowed with suspended identity