Support to customize the response of the very first request.

**Is your feature request related to a problem? (你需要的功能是否与某个问题有关?)**

No.

**Describe the solution you'd like (描述你期望的解决方法)**

When a client connects to the server, the server can verify the request with an ``Authenticator``, but with ``Authenticator`` we can only reply an unauthorized if something is wrong, this is not enough, we may need to send more info to the client.

This is a one time check with the same purpose as ``Authenticator``, to make the following requests passed.

**Describe alternatives you've considered (描述你想到的折衷方案)**

The client calls a special method first, the server verifies it,
1. if success, mark the connection as established, set some custom data to the connection, like the ``AuthContext``;
1. else, close the connection, see #800, which has no reply.

**Additional context/screenshots (更多上下文/截图)**

Start by reading the existing Authenticator handling and compare it with the no-reply connection behavior described in #800. Clarify how a custom first-request response and connection-scoped data should work, then verify that successful connections allow later requests and failed checks return the intended client-visible response.

Written by the indexing model from the issue text.