ENH: Add sheet name to error message when reading Excel
- [X] Closes #48706
- [X] [Tests added and passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#writing-tests) if fixing a bug or adding a new feature
- [x] All [code checks passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#pre-commit).
- [x] ~Added [type annotations](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#type-hints) to new arguments/methods/functions.~
- [x] Added an entry in the latest `doc/source/whatsnew/vX.X.X.rst` file if fixing a bug or adding a new feature.

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**Description of changes**

When reading Excel files with `BaseExcelReader`, is possible that `TextParser` raises an `Exception` on different situations. As the reader works on a sheet basis, including the name of the sheet that caused the exception can be useful for debugging.

The implemented solution captures any `Exception` that gets raised while parsing and reading a sheet from an Excel file, then adds the name of the sheet to the exception message and "re-raises" the exception.

thx @aaossa 