Enhance the ugly error in constructor when no data passed

[aimtsou]

This fix enhances the issue 8860.
I did not add any test since I believe it is not needed for this case since we did not add any functionality.

• Closes Ugly error in constructor when no data passed #8860
• Tests added
• User visible changes (including notable bug fixes) are documented in whats-new.rst
• New functions/methods are listed in api.rst

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[max-sixty]

Thanks @aimtsou !

(a test would be nice but probably not strictly required...)

[aimtsou]

@max-sixty: Thank you for the clarification, I will take a look at your tests to see how they are written.
Are commits being squashed or I have to do it?

Also i see this check fails, "Read the Docs build failed!" but I assume it is not something on my end since I did not touch the documentation.

[max-sixty]

I will take a look at your tests to see how they are written.

For example

xarray/xarray/tests/test_dataset.py

Line 6799 in db680b0

def test_error_message_on_set_supplied() -> None:

Are commits being squashed or I have to do it?

We take care of that!

Thanks @aimtsou !

[max-sixty]

Looks great! A follow-up PR with a test would be good but not strictly required. And feel free to add a changelog.

These sorts of PRs are very much appreciated, please keep them coming!

(@Illviljan & @dcherian I'm merging a bit quickly because I think it's important folks can make a quick change without having other things "hung onto the Christmas tree", and I reckon error messages are underrated by us devs #8264 )

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