Here is link to AWS support with same question.
Here is link to source code of the Perl script. I'm not sure if it can be publicated here, so open the ZIP file go to mon-put-instance-data.pl, and search for reported. From that to ifs it appear that the error occurs if you did not provided verify, nor autoscaling group name. Since first is only for testing - we have winner. Please provide autoscaling group name parameter...
Well, there are no that parameter, but if you look closer you can see that some lines before reported from find, there is query for that. So... your instance has no access.
Googling with CloudWatchClient::get_auto_scaling_group gives this result. From there you can read that you should grant your instance permission to publish data to CloudWatch...
If you have other questions, please - ask. I'll edit this answer, so we will have something more or less complete - not only for me.