First, you'll want to verify that you've configured your device to use our Message Transfer Agent (MTA) service. If you haven't done so yet, make sure you've followed our instructions on MTA service configuration.
Second, you'll need to ensure the message is being sent from a valid From address. Meaning, the address from which messages are sent must be a valid address that you yourself can send a message to. If you don't have a suitable address already, you can create either an Delivery Alias or Functional Account using the Connect Admin Portal. Once you have an address, you'll need to configure the device to send from this address.