ADD Function Like this in <head>of html.

<script type="text/JavaScript" language="JavaScript">
function ValidateForm()
{
    var ret = true;
    if (document.getElementById("txtFirstName").value == "")
    {
        document.getElementById("lblFirstName").innerText = "First Name is required";
        ret = false;
    }
    else
    {
        document.getElementById("lblFirstName").innerText = "";
    }
 
    if (document.getElementById("txtLastName").value == "")
    {
        document.getElementById("lblLastName").innerText = "Last Name is required";
        ret = false;
    }
    else
    {
        document.getElementById("lblLastName").innerText = "";
    }
 
    if (document.getElementById("txtEmail").value == "")
    {
        document.getElementById("lblEmail").innerText = "Email is required";
        ret = false;
    }
    else
    {
        document.getElementById("lblEmail").innerText = "";
    }
 
    return ret;
}
</script>
<asp:Button ID="btnSubmit" runat="server" Text="Submit" 
    OnClientClick="return ValidateForm()" onclick="btnSubmit_Click" />