CSS Validation is a tricky one. Technically, you should worry if your CSS files have errors.
(Quick note: CSS Validation is VERY different from the "regular" Validation that you hear about which has to do with HTML; HTML Validation is far more important and can help fix problems)
CSS Errors. There shouldn’t be any unless you’ve intentionally put them in (eg, ie6 hacks). If you haven’t done anything like that and you’re getting errors, you need to sort those out, but at the end of the day they probably won’t break the page.