OK...this is my code
 EnterpriseWSDL.Opportunity opp1 = new EnterpriseWSDL.Opportunity();
              
               //  Set some fields on the account1 object. Name field is not set 
             
               //  Set some fields on the account2 object 
                opp1.AccountId = "0013000000ijgwgAAA";
                opp1.Name = "Semi Conductor";
             opp1.CloseDate = System.Convert.ToDateTime("2005-10-08T01:02:03Z");
                opp1.StageName = "Need Analysis";

EnterpriseWSDL.sObject[] opportunity = new EnterpriseWSDL.sObject[2];

                opportunity[0] = opp1;

               //  Invoke the create() call 

                try
                {

                    EnterpriseWSDL.SaveResult[] saveResults = service.create(opportunity);

                   //  Handle the results 

                    for (int i = 0; i < saveResults.Length; i++)
                    {
                       //  Determine whether create() succeeded or had errors 

                        if (saveResults[i].success)
                        {
                            // No errors, so retrieve the Id created for this record 

                            Console.WriteLine("An Opportunity was created with Id: {0}",
                                saveResults[i].id);
                            Console.ReadLine();
                        }
                        else
                        {
                            Console.WriteLine("Item {0} had an error updating", i);
                            Console.ReadLine();
                           //  Handle the errors 

                            foreach (EnterpriseWSDL.Error error in saveResults[i].errors)
                            {
                                Console.WriteLine("Error code is: {0}",
                                    error.statusCode.ToString());
                                Console.WriteLine("Error message: {0}", error.message);
                                                        }
                        }
                        Console.ReadLine();
                    }
                }
                catch (SoapException ex)
                {
                    Console.WriteLine(ex.Code);
                    Console.WriteLine(ex.Message);
                    Console.ReadLine();
                }

And the error is

UserId is:
00530000004Umi3AAC
Done

Item 0 had an error updating

Error code is: REQUIRED_FIELD_MISSING
Error message: Required fields are missing: [CloseDate]