Did you register a client from step 1 and put in the Client ID that Twitch gives you in as YOUR_CLIENT_ID? That is what would cause that error 400.
The list, it depends what language you are used to and what API you are using to talk to Twitch. You can use JavaScript and try to scrape data. PHP has some good tools like HttpGuzzle for digesting data as well, it depends what you are trying to build this into I suppose. Sorry if that is vague, but, it sort of depends what you want to do with the list when you get it back and what languages you are comfortable with.