Rules are used to process Mailchimp record in Salesforce. For example, you may have configured the Rule to create a Salesforce contact for new Mailchimp members. This exception can occur for a number of reasons, e.g. the contact record has strict validation rules which cannot be met with Mailchimp data. Use the Validation button on the Mappings screen to check for issues. Typically the associated error will contain the reason for the error.