Improve error message for DataFrame.from_dict when wrong orient is provided
- [X] closes #47450
- [x] [Tests added and passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#writing-tests) if fixing a bug or adding a new feature
- [x] All [code checks passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#pre-commit).
- [X] Added [type annotations](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#type-hints) to new arguments/methods/functions.
- [X] Added an entry in the latest `doc/source/whatsnew/vX.X.X.rst` file if fixing a bug or adding a new feature.

I don't think any tests are needed for this, since it really is such a small fix. Could be wrong though :/ Damn yall really test everything lol. Ok I will fix the failing test, at least now I have a good idea of which test to fix. I think these failures are unrelated Ah. Ok I will write new tests then thx @KianShah 