pylint pre-commit
- [ ] closes #48737
- [ ] All [code checks passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#pre-commit).

Added pylint to CI. Disabled most messages due to the sheer amount of warnings and changes that would need to be fixed in other PR.

@MarcoGorelli 
I guess we can organize a sprint for beginners if there are many easy things to fix to make pylint happy. I have updated the request with the changes you have suggested, I'll start working on the lint errors. Have fixed on raise function, however, pylint passes locally rather than on CI, due to the inline disables I have added in some locations. looks like you just need to run the other checks as well, `pre-commit run --all-files`  Sorry for the probably silly question, but seem like we're adding pylint, but we aren't fixing any error because of it, only adding marks to disable to validation in some places. Are we planning to fix the checks being disabled in this PR later, or how is this useful? Yeah I think they could gradually enabled in sprints - this is at least gives us something start with