arrow

ARROW-12827: [C++] Improve error message for dataset discovery failure

This adds a bit more context to the error messages, though maybe this is a bit wordy?

```
>>> ds.dataset('dataset4', format="ipc")
Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
  File "/home/lidavidm/Code/upstream/arrow-12827/python/pyarrow/dataset.py", line 655, in dataset
    return _filesystem_dataset(source, **kwargs)
  File "/home/lidavidm/Code/upstream/arrow-12827/python/pyarrow/dataset.py", line 410, in _filesystem_dataset
    return factory.finish(schema)
  File "pyarrow/_dataset.pyx", line 2262, in pyarrow._dataset.DatasetFactory.finish
    return Dataset.wrap(GetResultValue(result))
  File "pyarrow/error.pxi", line 141, in pyarrow.lib.pyarrow_internal_check_status
    return check_status(status)
  File "pyarrow/error.pxi", line 97, in pyarrow.lib.check_status
    raise ArrowInvalid(message)
pyarrow.lib.ArrowInvalid: Error creating dataset. Could not read schema from 'dataset4/foo.parquet': Could not open IPC input source 'dataset4/foo.parquet': File is too small: 9. Is this a 'ipc' file?
>>> ds.dataset('dataset5', format="parquet")
Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
  File "/home/lidavidm/Code/upstream/arrow-12827/python/pyarrow/dataset.py", line 655, in dataset
    return _filesystem_dataset(source, **kwargs)
  File "/home/lidavidm/Code/upstream/arrow-12827/python/pyarrow/dataset.py", line 410, in _filesystem_dataset
    return factory.finish(schema)
  File "pyarrow/_dataset.pyx", line 2262, in pyarrow._dataset.DatasetFactory.finish
    return Dataset.wrap(GetResultValue(result))
  File "pyarrow/error.pxi", line 141, in pyarrow.lib.pyarrow_internal_check_status
    return check_status(status)
  File "pyarrow/error.pxi", line 112, in pyarrow.lib.check_status
    raise IOError(message)
OSError: Error creating dataset. Could not read schema from 'dataset5/foo.parquet': Could not open Parquet input source 'dataset5/foo.parquet': Invalid: Parquet magic bytes not found in footer. Either the file is corrupted or this is not a parquet file.. Is this a 'parquet' file?
```

Closes #10483 from lidavidm/arrow-12827

Authored-by: David Li <li.davidm96@gmail.com>
Signed-off-by: David Li <li.davidm96@gmail.com>