What? Is not that simple as place a <href="http://joomla-tips.org/index.php">Home</a> and you're done? Yes and no... The Joomla routing engine is smart enough, to redirect all such above links to the default menu item in most cases. But...
It seems that module parameters haven't been configured properly. Please make sure that you are using a valid twitter username, and
that you have inserted the correct keys. Detailed instructions are written in the module settings page.