[FEATURE REQ] Check subscription id early and provide more friendly error message

[Flanker32]

Is your feature request related to a problem? Please describe.

We are building java toolkit based on azure java library, and we found the error message is a bit confusing when subscription is set to null. Related issue. This could be reproduced when you auth with an Microsoft account without any subscription

Describe the solution you'd like
We could throw specific kind of Exception(like 'AzureAuthException') and show more friendly error message("Subscription Id is not specified"), or we could set error code to indicate this is an auth issue.

Describe alternatives you've considered
We could check subscription early, like in the auth stage
- We could check whether specified subs is exist and throw correspond exception in method withSubscription
- We could check whether there are available subscription in current account in method withDefaultSubscription

Information Checklist
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• Description Added
• Expected solution specified

[xseeseesee]

@Flanker32 Here is some related changes we plan to apply in track 2. Please feel free to share your comments if it will work for you in the future. But we might not apply this in track 1.