DOC/ENH: Holiday days_of_week value error
Changed `Holiday` constructor argument `days_of_week` to raise a `ValueError` on input of the incorrect type as discussed in #61600
- [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 an entry in the latest `doc/source/whatsnew/vX.X.X.rst` file if fixing a bug or adding a new feature.

I also edited the docstring a little bit as I was a bit confused what days_of_week was supposed to do from the docstring alone. 

Happy to delete the docstring edits if they don't make sense though. Thanks @sharkipelago 