CLN: amended TypeError from pd.concat() to be more informative (GH15796)
CLN/TST: Added regex matching for exception message

- [X] closes #15796 
- [x] tests added / passed
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`


Hey Pandas team. Long time user here looking to start giving back. I've been burned by this error message plenty in my early days, so a fitting first issue.  # [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/17885?src=pr&el=h1) Report
> Merging [#17885](https://codecov.io/gh/pandas-dev/pandas/pull/17885?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/c9876947831b8a2093d87613a83777a98dfbfcaa?src=pr&el=desc) will **increase** coverage by `<.01%`.
> The diff coverage is `100%`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/17885/graphs/tree.svg?src=pr&width=650&token=eZ4WkYLtcO&height=150)](https://codecov.io/gh/pandas-dev/pandas/pull/17885?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #17885      +/-   ##
==========================================
+ Coverage   91.23%   91.24%   +<.01%     
==========================================
  Files         163      163              
  Lines       50102    50105       +3     
==========================================
+ Hits        45712    45718       +6     
+ Misses       4390     4387       -3
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `89.05% <100%> (+0.02%)` | :arrow_up: |
| #single | `40.31% <0%> (-0.07%)` | :arrow_down: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/17885?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/reshape/concat.py](https://codecov.io/gh/pandas-dev/pandas/pull/17885?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvcmVzaGFwZS9jb25jYXQucHk=) | `97.6% <100%> (+0.02%)` | :arrow_up: |
| [pandas/io/gbq.py](https://codecov.io/gh/pandas-dev/pandas/pull/17885?src=pr&el=tree#diff-cGFuZGFzL2lvL2dicS5weQ==) | `25% <0%> (-58.34%)` | :arrow_down: |
| [pandas/core/frame.py](https://codecov.io/gh/pandas-dev/pandas/pull/17885?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZnJhbWUucHk=) | `97.75% <0%> (-0.1%)` | :arrow_down: |
| [pandas/plotting/\_converter.py](https://codecov.io/gh/pandas-dev/pandas/pull/17885?src=pr&el=tree#diff-cGFuZGFzL3Bsb3R0aW5nL19jb252ZXJ0ZXIucHk=) | `65.2% <0%> (+1.81%)` | :arrow_up: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/17885?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/17885?src=pr&el=footer). Last update [c987694...d8436f4](https://codecov.io/gh/pandas-dev/pandas/pull/17885?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 # [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/17885?src=pr&el=h1) Report
> Merging [#17885](https://codecov.io/gh/pandas-dev/pandas/pull/17885?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/a0a0f5a691e7b5f949e21034df69339e092a6a1d?src=pr&el=desc) will **decrease** coverage by `0.01%`.
> The diff coverage is `100%`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/17885/graphs/tree.svg?width=650&height=150&src=pr&token=eZ4WkYLtcO)](https://codecov.io/gh/pandas-dev/pandas/pull/17885?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #17885      +/-   ##
==========================================
- Coverage   91.23%   91.22%   -0.02%     
==========================================
  Files         163      163              
  Lines       50105    50106       +1     
==========================================
- Hits        45715    45707       -8     
- Misses       4390     4399       +9
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `89.03% <100%> (ø)` | :arrow_up: |
| #single | `40.31% <0%> (-0.07%)` | :arrow_down: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/17885?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/reshape/concat.py](https://codecov.io/gh/pandas-dev/pandas/pull/17885?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvcmVzaGFwZS9jb25jYXQucHk=) | `97.58% <100%> (ø)` | :arrow_up: |
| [pandas/io/gbq.py](https://codecov.io/gh/pandas-dev/pandas/pull/17885?src=pr&el=tree#diff-cGFuZGFzL2lvL2dicS5weQ==) | `25% <0%> (-58.34%)` | :arrow_down: |
| [pandas/core/frame.py](https://codecov.io/gh/pandas-dev/pandas/pull/17885?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZnJhbWUucHk=) | `97.75% <0%> (-0.1%)` | :arrow_down: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/17885?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/17885?src=pr&el=footer). Last update [a0a0f5a...4e89d8f](https://codecov.io/gh/pandas-dev/pandas/pull/17885?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 thanks @AdamShamlian 