better error message for non-unique columns
- [ ] closes #xxxx
- [ ] tests added / passed
- [ ] passes `git diff upstream/master | flake8 --diff`
- [ ] whatsnew entry

I ran into this error with my code and the error message didn't help me figure out I was dealing with duplicate columns that couldn't be handled. I think this is more helpful

## [Current coverage](https://codecov.io/gh/pydata/pandas/pull/13656?src=pr) is **84.38%**

> Merging [#13656](https://codecov.io/gh/pydata/pandas/pull/13656?src=pr) into [master](https://codecov.io/gh/pydata/pandas/branch/master?src=pr) will decrease coverage by **<.01%**

``` diff
@@             master     #13656   diff @@
==========================================
  Files           142        142          
  Lines         51235      51237     +2   
  Methods           0          0          
  Messages          0          0          
  Branches          0          0          
==========================================
+ Hits          43235      43236     +1   
- Misses         8000       8001     +1   
  Partials          0          0          
```

> Powered by [Codecov](https://codecov.io?src=pr). Last updated by [c9a27ed...fa5ecf1](https://codecov.io/gh/pydata/pandas/compare/c9a27ede0925ddbaa8d3ec9efd3c332a636505cf...fa5ecf1e9906715ab6628e575f1bedaab83fb0ce?src=pr)
 can you rebase / update
 can you rebase / update?
 needs tests. pls reopen / comment if you can update.
