Until you display the DGV, you can't show the user anything is a useful form. So you would need to either validate the datasource before you apply the data to the DGV - which isn't difficult, though "fixes" may be laborious depending on your data - or you could use the DGV to show "errors" in a different colour perhaps:
Colouring DataGridView Cells According to their Content in WinForms[
^] may help. he code is C#, but it's pretty obvious and you'd need to use your own validation anyway.