ERR: Improve error message and doc for invalid labels in cut/qcut
- [x] closes #13318
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] add whats new note


Hello @ryankarlos! Thanks for updating this PR. We checked the lines you've touched for [PEP 8](https://www.python.org/dev/peps/pep-0008) issues, and found:







There are currently no PEP 8 issues detected in this Pull Request. Cheers! :beers: 

##### Comment last updated at 2020-01-07 17:48:37 UTC Looks like you already made most of these changes in this PR: https://github.com/pandas-dev/pandas/pull/30615/files ? looks like this pickup up your other changes. sorry my mistake - just rebased with master now hmm mypy seems to be giving:

```
Performing static analysis using mypy
pandas/core/generic.py:464: error: Non-overlapping identity check (left operand type: "str", right operand type: "Type[int]")
Found 1 error in 1 file (checked 842 source files)
Performing static analysis using mypy DONE
##[error]Process completed with exit code 1.
```
Need to wait for this to be merged: https://github.com/pandas-dev/pandas/pull/30698 Looks like im getting an unrelated compiler error in one of the builds - can see its throwing errors in other PRs as well 

```
gcc -pthread -shared -B /home/vsts/miniconda3/envs/pandas-dev/compiler_compat -L/home/vsts/miniconda3/envs/pandas-dev/lib -Wl,-rpath=/home/vsts/miniconda3/envs/pandas-dev/lib -Wl,--no-as-needed -Wl,--sysroot=/ build/temp.linux-x86_64-3.7/pandas/io/sas/sas.o -o /home/vsts/work/1/s/pandas/io/sas/_sas.cpython-37m-x86_64-linux-gnu.so
error: command 'gcc' failed with exit status 1
##[error]Bash exited with code '1'.
Finishing: Setup environment and build pandas
``` Yeah the numpy dev build will fail if any warnings are raised.
Due to this flag https://github.com/pandas-dev/pandas/blob/master/ci/azure/posix.yml#L59

Hopefully someone will have a look soon.. thanks @ryankarlos 