Hey there @afryer @matteo and @SerPounce,
It used to be a lot more simple with Bubble, but now doing something like sending an email is more complicated. 
Hopefully I can help you with this. 
This error means that you just need to go through the verification process to verify your domain with SendGrid.
The best way is to verify it with the DNS settings.
https://app.sendgrid.com/settings/sender_auth - Choose “Authenticate Your Domain”
Then choose your domain service and it will give you the DNS records to copy into your domain.
For google you would go to http://domains.google.com and click DNS from the menu on the left. Then you copy and past each one of the DNS records from SendGrid to your settings.
This authenticates your domain with SendGrid. Then you can change the “admin” part as well, once you are verified.
This is something new according to SendGrid: “The information on this page applies to Free Trial and Essentials customers who received access on or after April 6, 2020. If you received access before April 6, 2020, you can disregard the information below.”
If you need any more help setting this up you are more than welcome to book a session with me and we will get you set up @ www.NoCodeMinute.com
Hope that helps! 