Gentle suggestion for missing columns?

Often times, we have a method that takes some input with a default column names as inputs... e.g., `Label` and `Features` for trainers, `Label` and `Score` for evaluators, and so on, and so on. Indeed this was the subject of a discussion in issue #1524.

In these situations, it might be helpful if the error message, in addition to saying, "we could not find column `Foo`" might provide a gentle parenthetical suggestion along the lines of "(Did you remember to actually produce that column, or did you perhaps name it something else?)" might help get people thinking in the "right" direction.

Less sure about this one.

/cc @stephentoub