Message content style guide and revamp of offending messages

[Pierre-Sassoulas]

Current problem

We're in the business of making error/warning message, as an authoritative tool our advice are sometime listened too closely and the code can become worse as a result. Having some guidelines would help.

Desired solution

Implement #746 and #3512 first, then create a style guide for message and review the legacy messages and what need to do to make them follow the style guide..

Additional context

https://www.pypy.org/posts/2021/12/error-message-style-guides.html

@cdce8p suggested this or something close in a comment that I can't find :)