Validators extending from CValidator all have a property named message. You can set this property in the corresponding validation rule to customize the error message. For example, the following validation rule uses an error message that is different from the default one:
class Post extends CActiveRecord{
    public function rules(){
        return array(
            array('title, content', 'required',
                  'message'=>'Please enter a value for {attribute}.'),
            // ... other rules

In the above, the customized error message contains a predefined placeholder {attribute}. The CRequiredValidator (whose alias is required) will replace this placeholder with the actual attribute name that fails the validation.