diff --git a/lib/skyfall/errors.rb b/lib/skyfall/errors.rb
index 35e0d79..3e7a328 100644
--- a/lib/skyfall/errors.rb
+++ b/lib/skyfall/errors.rb
@@ -6,16 +6,15 @@ module Skyfall
   end
 
   #
-  # Raised when some part of the message being decoded has invalid format.
+  # Raised when some code is not configured or configured incorrectly.
   #
-  class DecodeError < Error
+  class ConfigError < Error
   end
 
   #
-  # Raised when the server sends a message which is formatted correctly, but written in a version
-  # that's not supported by this library.
+  # Raised when some part of the message being decoded has invalid format.
   #
-  class UnsupportedError < Error
+  class DecodeError < Error
   end
 
   #
@@ -61,4 +60,11 @@ module Skyfall
       super("Subscription error: #{error_type}" + (error_message ? " (#{error_message})" : ""))
     end
   end
+
+  #
+  # Raised when the server sends a message which is formatted correctly, but written in a version
+  # that's not supported by this library.
+  #
+  class UnsupportedError < Error
+  end
 end
diff --git a/lib/skyfall/stream.rb b/lib/skyfall/stream.rb
index 7023c18..acdcb3b 100644
--- a/lib/skyfall/stream.rb
+++ b/lib/skyfall/stream.rb
@@ -2,6 +2,7 @@ require 'eventmachine'
 require 'faye/websocket'
 require 'uri'
 
+require_relative 'errors'
 require_relative 'events'
 require_relative 'version'
 
@@ -99,11 +100,16 @@ module Skyfall
     # once the connection is closed.
     #
     # @return [nil]
+    # @raise [ConfigError] if no message handler has been configured
     # @raise [ReactorActiveError] if another stream is already running
     #
     def connect
       return if @ws
 
+      if @handlers[:message].nil? && @handlers[:raw_message].nil?
+        raise ConfigError, "Either on_message or on_raw_message handler needs to be set"
+      end
+
       url = build_websocket_url
 
       @handlers[:connecting]&.call(url)