That's typically controlled by a Rule. A Validation Rule can either be part of the Control or "external" (created from the main form), which I suspect is more typical. 

Method 1

To open the Rules Panel, simply look at the Form Ribbon and find the Rules button on the far right:

Once you've opened that, click on the Control in question to highlight it, and any Rules associated with it should show up in the Rules Panel on the right side of your screen:

Clicking on the Validation Rule will reveal more info about it and how its configured:

To edit / look at / copy the formula being used to control this rule, you can click on the Formula Builder button:

Which opens up the dialog where you can make edits:

Method 2

Double click on the Control that is being validated to open up its Settings menu. Once in the settings, find the Validation expansion menu and click on it:

Once that has been expanded you should be able to tell which of the options selected is causing the validation. However if it just looks like as I have it here (which is how it is by default with no internal validation), then that's not where the validation is coming from:

If you don't find the validation rule in any of the above listed places, let me know.