Return the name of the currently loaded file in the load_dataset function.
### Feature request

Add an optional parameter return_file_name in the load_dataset function. When it is set to True, the function will include the name of the file corresponding to the current line as a feature in the returned output.

### Motivation

When training large language models, machine problems may interrupt the training process. In such cases, it is common to load a previously saved checkpoint to resume training. I would like to be able to obtain the names of the previously trained data shards, so that I can skip these parts of the data during continued training to avoid overfitting and redundant training time.

### Your contribution

I currently use a dataset in jsonl format, so I am primarily interested in the json format. I suggest adding the file name to the returned table here https://github.com/huggingface/datasets/blob/main/src/datasets/packaged_modules/json/json.py#L92.
Implementing this makes sense (e.g., `tensorflow_datasets`' imagefolder returns image filenames). Also, in Datasets 3.0, we plan only to store the bytes of an image/audio, not its path, so this feature would be useful when the path info is still needed. Hey @mariosasko, Can I work on this issue, this one seems interesting to implement. I have contributed to jupyterlab recently, and would love to contribute here as well.  @tsabbir96 if you are planning to start working on this, you can take on this issue by writing a comment with only the keyword: #self-assign #self-assign @albertvillanova thank you for letting me contribute here. 
@albertvillanova @mariosasko As I am totally new to this repo, could you tell me something more about this issue or perhaps give me some idea on how I can proceed with it? Thanks! Hello there, is this issue resolved? @tsabbir96 are you still working on it? Otherwise I would love to give it a try @EduardoPach This issue is still relevant, so feel free to work on it. Hey @mariosasko, I've taken the time to take a look at how we load the datasets usually. My main question now is about the final solution.

So the idea is that whenever we load the datasets we also add a new column in the _generate_tables() method from the builders called filename (or file_name) that should be related files contained in each split, right?

Do you have any suggestions of where I could add that? 