ENH: Improve error message for repeated Stata categories
- [x] closes #13923
- [x] tests added / passed
- [x] passes `git diff upstream/master | flake8 --diff`
- [x] whatsnew entry

Improve the error message to be more explicit when attempting to read Stata
files containing repeated categories.

closes #13923

## [Current coverage](https://codecov.io/gh/pydata/pandas/pull/13949?src=pr) is 85.29% (diff: 100%)

> Merging [#13949](https://codecov.io/gh/pydata/pandas/pull/13949?src=pr) into [master](https://codecov.io/gh/pydata/pandas/branch/master?src=pr) will decrease coverage by **<.01%**

``` diff
@@             master     #13949   diff @@
==========================================
  Files           139        139          
  Lines         50159      50169    +10   
  Methods           0          0          
  Messages          0          0          
  Branches          0          0          
==========================================
+ Hits          42786      42792     +6   
- Misses         7373       7377     +4   
  Partials          0          0          
```

> Powered by [Codecov](https://codecov.io?src=pr). Last update [4df08a9...0880d02](https://codecov.io/gh/pydata/pandas/compare/4df08a9d9fcb679410743b97851899d60776b3b1...0880d0291c2ad9da69e705c643d457c1359de3ae?src=pr)
 thanks! great as usual!
