Getting Value Error while loading a dataset..
### Describe the bug

I am trying to load a dataset using Hugging Face Datasets load_dataset method. I am getting the value error as show below. Can someone help with this? I am using Windows laptop and Google Colab notebook.

```
WARNING:datasets.builder:Using custom data configuration default-a1d9e8eaedd958cd
---------------------------------------------------------------------------
ValueError                                Traceback (most recent call last)
[<ipython-input-12-5b4fdcb8e6d5>](https://localhost:8080/#) in <module>
      6 )
      7 
----> 8 next(iter(law_dataset_streamed))

17 frames
[/usr/local/lib/python3.8/dist-packages/fsspec/core.py](https://localhost:8080/#) in get_compression(urlpath, compression)
    485         compression = infer_compression(urlpath)
    486     if compression is not None and compression not in compr:
--> 487         raise ValueError("Compression type %s not supported" % compression)
    488     return compression
    489 

ValueError: Compression type zstd not supported
```

### Steps to reproduce the bug

```
!pip install zstandard
from datasets import load_dataset

lds = load_dataset(
    "json",
    data_files="https://the-eye.eu/public/AI/pile_preliminary_components/FreeLaw_Opinions.jsonl.zst",
    split="train",
    streaming=True,
)
```

### Expected behavior

I expect an iterable object as the output 'lds' to be created.

### Environment info

Windows laptop with Google Colab notebook
Hi! I can't reproduce this error locally (Mac) or in Colab. What version of `datasets` are you using? Hi [mariosasko](https://github.com/mariosasko), the datasets version is '2.8.0'. @valmetisrinivas you get that error because you imported `datasets` (and thus `fsspec`) before installing `zstandard`.

Please, restart your Colab runtime and execute the install commands before importing `datasets`:
```python
!pip install datasets
!pip install zstandard

from datasets import load_dataset

ds = load_dataset(
    "json",
    data_files="https://the-eye.eu/public/AI/pile_preliminary_components/FreeLaw_Opinions.jsonl.zst",
    split="train",
    streaming=True,
)
next(iter(ds))
``` > @valmetisrinivas you get that error because you imported `datasets` (and thus `fsspec`) before installing `zstandard`.
> 
> Please, restart your Colab runtime and execute the install commands before importing `datasets`:
> 
> ```python
> !pip install datasets
> !pip install zstandard
> 
> from datasets import load_dataset
> 
> ds = load_dataset(
>     "json",
>     data_files="https://the-eye.eu/public/AI/pile_preliminary_components/FreeLaw_Opinions.jsonl.zst",
>     split="train",
>     streaming=True,
> )
> next(iter(ds))
> ```

I guess that was the problem, importing datasets before the installation of zstandard. Thank you for the feedback. 