ERR: Fail-fast with incompatible skipfooter combos
Setup:

~~~python
from pandas import read_csv
from pandas.compat import StringIO

data = "a\n1\n2\n3\n4\n5"

# Case 1:
read_csv(StringIO(data), skipfooter=1, nrows=2)

# Case 2:
read_csv(StringIO(data), skipfooter=1, chunksize=2)
~~~

Currently, we get:

~~~python
# Case 1:
...
ValueError: skipfooter not supported for iteration

# Case 2:
...
<pandas.io.parsers.TextFileReader object at ...>
~~~

In Case 1, the error message is not correct.  True, passing in `nrows` and `skipfooter` is not supported (`skipfooter` should be skipping lines at the end of the file, **NOT** at the end of the `nrows` of data that we read in, which is what happens currently), but we should raise a better error message.

(BTW, the only way to make this combo work is that we read in the entire file before cutting off the last `skipfooter` rows but can look into that subsequently...)

In Case 2, creating this reader is deceiving.  Any attempt to call `.read()` on this will raise the `ValueError` seen in Case 1.  It is better that we alert end-users immediately that this reader doesn't work.  After this PR, we get some more useful error messages out of the gate:

~~~python
# Case 1:
...
ValueError: 'skipfooter' not supported with 'nrows'

# Case 2:
...
ValueError: 'skipfooter' not supported for iteration
~~~
Hello @gfyoung! Thanks for submitting the PR.

 - There are no PEP8 issues in the file [`pandas/io/parsers.py`](https://github.com/gfyoung/pandas/blob/94351db99a8790c9962eb53bafa1fd57b1588e27/pandas/io/parsers.py) !

 - There are no PEP8 issues in the file [`pandas/tests/io/parser/common.py`](https://github.com/gfyoung/pandas/blob/94351db99a8790c9962eb53bafa1fd57b1588e27/pandas/tests/io/parser/common.py) !

 # [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/23711?src=pr&el=h1) Report
> Merging [#23711](https://codecov.io/gh/pandas-dev/pandas/pull/23711?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/a23f90142352b6427916292b2b9faa7bb61d07bc?src=pr&el=desc) will **increase** coverage by `<.01%`.
> The diff coverage is `100%`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/23711/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/23711?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #23711      +/-   ##
==========================================
+ Coverage   92.25%   92.25%   +<.01%     
==========================================
  Files         161      161              
  Lines       51383    51385       +2     
==========================================
+ Hits        47404    47406       +2     
  Misses       3979     3979
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `90.64% <100%> (ø)` | :arrow_up: |
| #single | `42.31% <20%> (-0.01%)` | :arrow_down: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/23711?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/io/parsers.py](https://codecov.io/gh/pandas-dev/pandas/pull/23711/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL3BhcnNlcnMucHk=) | `95.55% <100%> (ø)` | :arrow_up: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/23711?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/23711?src=pr&el=footer). Last update [a23f901...cca6501](https://codecov.io/gh/pandas-dev/pandas/pull/23711?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 lgtm. i guess this warrant a whatsnew as well, bug fix section is ok @jreback : Added the `whatsnew`, and all is green.  PTAL. thanks @gfyoung 