HDFStore.select_column error reporting
- [x] closes #17912
- [x] tests added / passed
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

Hello @CianciuStyles! Thanks for updating the PR.





Cheers ! There are no PEP8 issues in this Pull Request. :beers: 

##### Comment last updated on April 15, 2018 at 21:00 Hours UTC # [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/20705?src=pr&el=h1) Report
> Merging [#20705](https://codecov.io/gh/pandas-dev/pandas/pull/20705?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/d04b7464dcc20051ef38ac2acda580de854d3e01?src=pr&el=desc) will **decrease** coverage by `<.01%`.
> The diff coverage is `100%`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/20705/graphs/tree.svg?width=650&height=150&src=pr&token=eZ4WkYLtcO)](https://codecov.io/gh/pandas-dev/pandas/pull/20705?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #20705      +/-   ##
==========================================
- Coverage   91.84%   91.84%   -0.01%     
==========================================
  Files         153      153              
  Lines       49279    49279              
==========================================
- Hits        45259    45258       -1     
- Misses       4020     4021       +1
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `90.23% <75%> (ø)` | :arrow_up: |
| #single | `41.9% <100%> (-0.01%)` | :arrow_down: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/20705?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/io/pytables.py](https://codecov.io/gh/pandas-dev/pandas/pull/20705/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL3B5dGFibGVzLnB5) | `92.41% <100%> (-0.05%)` | :arrow_down: |

------

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> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/20705?src=pr&el=footer). Last update [d04b746...a9d4c6a](https://codecov.io/gh/pandas-dev/pandas/pull/20705?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 The latest push should address all the comments so far. thanks @CianciuStyles nice patch!