Add Logging error message to easy debug
Add a Logging error message to debug easier.

![image](https://user-images.githubusercontent.com/5876946/125116176-83b2df00-e116-11eb-8567-bf12ec2cddc7.png)



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

* In the file [`pandas/core/indexes/base.py`](https://github.com/pandas-dev/pandas/blob/e084737f6149c5f5f958829733f30dcb6af57764/pandas/core/indexes/base.py):

> [Line 3383:89](https://github.com/pandas-dev/pandas/blob/e084737f6149c5f5f958829733f30dcb6af57764/pandas/core/indexes/base.py#L3383): [E501](https://duckduckgo.com/?q=pep8%20E501) line too long (113 > 88 characters)

 1) please write a test

2) it isn't obvious this is useful (and certainly isnt a pattern we follow anywhere else)  is there an issue where this is discussed? this is dangerous. what if the index has 1 million values? Thanks for the PR, but agreed with the other in that native logging in pandas is not a regular. For this use case, we would recommend logging around the exception instead. 

Closing, but if you'd like to contribute we would recommend checking out issues labeled `first good issues` 