I want to translate the above message which appears on invalid username.
I know the answer is very similar to the one proposed here by I cannot find the exact handler.
In the en_GB version of the .mo translation file, this string is available:
and the reference is from wp-includes/user.php on line 93. I found this using Poedit and searching using Ctrl + F.
From line 93 we get the following code:
Which means you should write a function for your functions.php hooking into
You can hunt around in wp-includes.php for other similar error messages which you can fix in a similar way.