[SPARK-41933][FOLLOWUP][CONNECT] Correct an error message

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

This PR follow-ups for #39441 to fix the wrong error message.

### Why are the changes needed?

Error message correction.

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

No, but it's just about error message.

### How was this patch tested?

The existing CI should pass

Closes #40112 from itholic/SPARK-41933-followup.

Lead-authored-by: itholic <haejoon.lee@databricks.com>
Co-authored-by: Haejoon Lee <44108233+itholic@users.noreply.github.com>
Signed-off-by: Hyukjin Kwon <gurwls223@apache.org>

Author: itholic

python/pyspark/sql/session.py

@@ -458,7 +458,7 @@ def getOrCreate(self) -> "SparkSession":
                         else:
                             raise RuntimeError(
                                 "Cannot start a remote Spark session because there "
-                                "is a regular Spark Connect already running."
+                                "is a regular Spark session already running."
                             )
 
                 session = SparkSession._instantiatedSession