Stevemadel,
A few things come to mind:
1. In general, KeyErrors imply that you are trying to search on a key that likely doesn't exist. In this case, it is looking for an entry named 'response' within a json dump and is likely not finding it.
2. It looks like that script may have come from this python lab within Cisco DevNet. Assuming you have followed the previous steps correctly, it may be better for you to ask your question on the DevNet Forums as it may have more experts who have run through this lab who can better identify your issue as it specifically pertains to the Lab.
3. The lab and script details look to pertain to the APIC-EM as opposed to the APIC for ACI. The support forum page for the APIC-EM platform can be found here:
Network Management (Including APIC-EM) Support Forums
-Gabriel