Update client validation error messages to align with Heuristic evaluation criteria

[diondrapeck]

Description

Please add an informative description that covers that changes made by the pull request and link all relevant issues.

If an SDK is being regenerated based on a new swagger spec, a link to the pull request containing these swagger spec changes has been included above.

criteria: https://hits.microsoft.com/collection/7002637/Section/72548#5YP3J-design%22

• Make all text white except error message which should be red
• Precede error messages with "(x)"
• Make all links cyan

This PR also updates SDK validation error messages to raise MlExceptions and record error type when telemetry is recorded.

All SDK Contribution checklist:

• The pull request does not introduce [breaking changes]
• CHANGELOG is updated for new features, bug fixes or other significant changes.
• I have read the contribution guidelines.

General Guidelines and Best Practices

• Title of the pull request is clear and informative.
• There are a small number of commits, each of which have an informative message. This means that previously merged commits do not appear in the history of the PR. For more information on cleaning up the commits in your PR, see this page.

Testing Guidelines

• Pull request includes test coverage for the included changes.

[azure-sdk]

API change check

APIView has identified API level changes in this PR and created following API reviews.

azure-ai-ml