[C++] Add a ThreadLocalState concept built on thread local

The ThreadLocalState is tied to an executor and, on creation, creates a state for every thread in the executor. In order to quickly access a particular thread's state we need a way to get a thread index (the index of the thread in the executor). Historically we used ThreadIndexer and this JIRA introduces a new approach using thread local.

Similar to the ThreadIndexer this thread local state concept will fail when the capacity is resized during a run.

Similar to the ThreadIndexer this concept won't work too well for serial execution until ARROW-15732 is resolved.

**Reporter**: [Weston Pace](https://issues.apache.org/jira/browse/ARROW-16178) / @westonpace
#### PRs and other links:
- [GitHub Pull Request #12871](https://github.com/apache/arrow/pull/12871)

_{**Note**: *This issue was originally created as [ARROW-16178](https://issues.apache.org/jira/browse/ARROW-16178). Please see the [migration documentation](https://github.com/apache/arrow/issues/14542) for further details.*}

Start by reviewing GitHub pull request #12871 and the existing ThreadIndexer approach described in the issue. Check the stated executor, capacity-resize, and serial-execution constraints, with ARROW-15732 as related context; the work is done when the ThreadLocalState concept provides per-thread executor state and thread-index access without violating those constraints.

Written by the indexing model from the issue text.