You may see this error in places where WooChimp is loading data (account status, lists, groups etc) from MailChimp. When it does so, your server connects to MailChimp servers and then relays that information to your browser as Ajax response. If your server adds some more content to this response, WooChimp is no longer able to parse the response correctly.
This is usually caused by PHP errors, warnings and notices outputted to the Ajax response, e.g. stating that PHP CURL extension is not enabled or so.
If you are familiar with web debugging, you can use your browser’s Developer Tools to investigate – open Network tab, find the Ajax request sent to admin-ajax.php and view its response.