Updating error message to include more details about dataframe
- [x] closes #61834 .
- [x] [Tests added and passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#writing-tests) test_indexing.py passed
- [x] All [code checks passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#pre-commit). pre-commit run --hook-stage manual --all-files passed
- [ ] Added [type annotations](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#type-hints) to new arguments/methods/functions.
- [ ] Added an entry in the latest `doc/source/whatsnew/vX.X.X.rst` file if fixing a bug or adding a new feature.


Updated error message from 
`"Must have equal len keys and value when setting with an iterable" `
to 
`f"Length mismatch when setting Dataframe with an iterable: "
f"{len(pi)} keys vs {len(value)} values. "
f"Keys: {pi}, Values: {value}. "
f"Both must have the same length."
`

Actually, there are some failing test-indexing.py. Forgot to update the message in the testcase Thank you! I am sure this will make it much easier for me to figure out what I need to change! Is there anything I need to do before this is reviewed?