The design we've been using for the APIs is to:

If bad data will cause the SDK code to error in other helper methods, which results in a confusinng client error (see if you delete a cloudQueueMessage with a different cloudQueue instance, null pointer occurs #42), then validate those parameters.
If bad data causes the SDK to form a bad request, which results in a confusing server error (see Queue: createMessage should throw for null message instead of submitting #121), then validate those parameter.
Else, rely on the server to return a sensible error.

In general, most of the APIs abide by these rules. Please file seperate issues for specific classes of problems.

Validate parameter for each public method in Java SDK #137

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