Drupal - How do I translate "Please fill out this field." on the user registration form?

This message is coming from the browser and not from Drupal, so, there's not much we can do about this, except for not using HTML5 required attributes.

I have my system in French and the message comes in French, and I don't have the French language installed in my site.

Read more about this in the Drupal core issue about "HTML5 validation is not fully accessible".

EDIT: It seems that we have a working patch that solve the problem.

You can set it in Javascript with

$('input[type="text"]').setCustomValidity("This is a custom message");