Errors occured while trying to retrieve tweets
If you haven't enabled Database Logging yet, go ahead and do that on the modules page. Then you should see  errors reporting under admin/reports/dblog.

Twitter recently dropped their version 1 support, which is what Twitter Pull runs off of. Now you must use the Twitter and oAuth modules to deal with v1.1. Look at this sandbox for a solution. It branched off from Twitter Pull as an alternative to deal with oAuth tokens.

Updated: Better way to do it

There's recently a new module that came out that makes it a whole lot easier to embed tweets using the embedded widgets. Try Twitter Block instead, and you'll get up and running a lot faster.