FastAPI has a great Exception Handling, so you can customize your exceptions in many ways.
You can raise an HTTPException, HTTPException is a normal Python exception with additional data relevant for APIs. But you can't return it you need to raise it because it's a Python exception
from fastapi import HTTPException
...
@app.get("/")
async def hello(name: str):
    if not name:
        raise HTTPException(status_code=404, detail="Name field is required")
    return {"Hello": name}
By adding name: str as a query parameter it automatically becomes required so you need to add Optional
from typing import Optional
...
@app.get("/")
async def hello(name: Optional[str] = None):
    error = {"Error": "Name field is required"}
    if name:
        return {"Hello": name}
    return error
$ curl 127.0.0.1:8000/?name=imbolc
{"Hello":"imbolc"}
...
$ curl 127.0.0.1:8000
{"Error":"Name field is required"}
But in your case, and i think this is the best way to handling errors in FastAPI overriding the validation_exception_handler:
from fastapi import FastAPI, Request, status
from fastapi.encoders import jsonable_encoder
from fastapi.exceptions import RequestValidationError
from fastapi.responses import JSONResponse
...
@app.exception_handler(RequestValidationError)
async def validation_exception_handler(request: Request, exc: RequestValidationError):
    return JSONResponse(
        status_code=status.HTTP_422_UNPROCESSABLE_ENTITY,
        content=jsonable_encoder({"detail": exc.errors(), "Error": "Name field is missing"}),
    )
...
@app.get("/")
async def hello(name: str):
    return {"hello": name}
You will get a response like this:
$ curl 127.0.0.1:8000
 {
   "detail":[
      {
         "loc":[
            "query",
            "name"
         ],
         "msg":"field required",
         "type":"value_error.missing"
      }
   ],
   "Error":"Name field is missing"
}
You can customize your content however if you like:
{
"Error":"Name field is missing",
   "Customize":{
      "This":"content",
      "Also you can":"make it simpler"
   }
}