[SPARK-43375][CONNECT] Improve the error messages for INVALID_CONNECT…

…_URL

### What changes were proposed in this pull request?

This PR updates the error messages for the INVALID_CONNECT_URL error.

### Why are the changes needed?

To make the error messages more user-friendly.

### Does this PR introduce _any_ user-facing change?

No.

### How was this patch tested?

Existing tests.

Closes apache#41044 from allisonwang-db/spark-43375-err-msg.

Authored-by: allisonwang-db <allison.wang@databricks.com>
Signed-off-by: Ruifeng Zheng <ruifengz@apache.org>

python/pyspark/sql/connect/client.py

@@ -173,7 +173,8 @@ def __init__(self, url: str, channelOptions: Optional[List[Tuple[str, Any]]] = N
             raise PySparkValueError(
                 error_class="INVALID_CONNECT_URL",
                 message_parameters={
-                    "detail": "URL scheme must be set to `sc`.",
+                    "detail": "The URL must start with 'sc://'. Please update the URL to "
+                    "follow the correct format, e.g., 'sc://hostname:port'.",
                 },
             )
         # Rewrite the URL to use http as the scheme so that we can leverage
@@ -185,8 +186,8 @@ def __init__(self, url: str, channelOptions: Optional[List[Tuple[str, Any]]] = N
             raise PySparkValueError(
                 error_class="INVALID_CONNECT_URL",
                 message_parameters={
-                    "detail": f"Path component for connection URI `{self.url.path}` "
-                    f"must be empty.",
+                    "detail": f"The path component '{self.url.path}' must be empty. Please update "
+                    f"the URL to follow the correct format, e.g., 'sc://hostname:port'.",
                 },
             )
         self._extract_attributes()
@@ -210,7 +211,9 @@ def _extract_attributes(self) -> None:
                     raise PySparkValueError(
                         error_class="INVALID_CONNECT_URL",
                         message_parameters={
-                            "detail": f"Parameter '{p}' is not a valid parameter key-value pair.",
+                            "detail": f"Parameter '{p}' should be provided as a "
+                            f"key-value pair separated by an equal sign (=). Please update "
+                            f"the parameter to follow the correct format, e.g., 'key=value'.",
                         },
                     )
                 self.params[kv[0]] = urllib.parse.unquote(kv[1])
@@ -226,8 +229,9 @@ def _extract_attributes(self) -> None:
             raise PySparkValueError(
                 error_class="INVALID_CONNECT_URL",
                 message_parameters={
-                    "detail": f"Target destination {self.url.netloc} does not match "
-                    f"'<host>:<port>' pattern.",
+                    "detail": f"Target destination '{self.url.netloc}' should match the "
+                    f"'<host>:<port>' pattern. Please update the destination to follow "
+                    f"the correct format, e.g., 'hostname:port'.",
                 },
             )