DOC: Clarify exceptions that are internal only
xref https://github.com/pandas-dev/pandas/pull/48088#issuecomment-1252924401

Personally, I would rather actually remove those from the public API: 1) a user should never have to use those (so having them in the public `pandas.errors` module serves no real purpose I think), 2) since they are internal implementation details, we should be free to change or remove them without worrying about compatibility.

> My concern is that overtime the "internal" exceptions or warnings may unintentionally become publicly thrown, and at least users could still catch them through `pandas.errors`

We can maybe use some naming scheme to make it clearer those are actually internal? (eg `_Internal_` prefix, so there is less chance we accidentally use it in a public location, or it's clearer something is wrong if you see this as a user).


 Sounds like we may need a different gameplan here so closing for now.