Bug: Wallet connection errors are not surfaced clearly to the UI

### Describe the bug and the steps to reproduce it

1. Integrate `ConnectWallet` from OnchainKit into a React app.
2. Attempt to connect a wallet.
3. Reject the wallet connection request or simulate a provider error.
4. Observe the UI and console output.

### What's the expected behavior?

- Wallet connection failures are clearly reflected in the UI.
- Error messages explain what went wrong (e.g., user rejected, provider unavailable).
- Developers have access to structured error information via callbacks or hooks.
Proposed solution:
- Standardize wallet connection error handling.
- Surface common error cases through component state or callbacks.
- Document possible wallet connection errors and how to handle them.

Acceptance criteria:
- Failed connections produce visible, descriptive UI feedback.
- Errors are accessible programmatically for custom handling.
- No regression in successful wallet connection flow.

### What version of the libraries are you using?

_No response_