TST: Raise ValueError and suggestion to use header=None if header=-1 is pa…
…ssed

- [x] closes #27779
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

Thanks @MarcoGorelli! Happy to help, and massive thanks for your assistance/guidance!