### What changes were proposed in this pull request?
The current error message from `_infer_type` in `_infer_schema` only includes the unsupported column type but not the column name. This PR adds the column name in the error message to make it easier for users to identify which column should they drop or convert.
### Why are the changes needed?
Improve user experience.
### Does this PR introduce _any_ user-facing change?
Yes. The error message from `_infer_schema` is changed.
Before:
"not supported type: foo"
After:
"Column bar contains not supported type: foo"
### How was this patch tested?
Updated the existing unit test.
Closes#29365 from liangz1/types-error-colname.
Authored-by: Liang Zhang <liang.zhang@databricks.com>
Signed-off-by: HyukjinKwon <gurwls223@apache.org>
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