Return the name of the currently loaded file in the load_dataset function.

### Feature request

Add an optional parameter return_file_name in the load_dataset function. When it is set to True, the function will include the name of the file corresponding to the current line as a feature in the returned output.

### Motivation

When training large language models, machine problems may interrupt the training process. In such cases, it is common to load a previously saved checkpoint to resume training. I would like to be able to obtain the names of the previously trained data shards, so that I can skip these parts of the data during continued training to avoid overfitting and redundant training time.

### Your contribution

I currently use a dataset in jsonl format, so I am primarily interested in the json format. I suggest adding the file name to the returned table here https://github.com/huggingface/datasets/blob/main/src/datasets/packaged_modules/json/json.py#L92.