Add a bug check for incorrect concurrently use

**Is your feature request related to a problem? Please describe.**
Of course, we shouldn't use a single session(aka. connection) in multi threads(goroutines) without lock.
But there's still a chance that someone might shoot themselves in the foot. In that cases, we might got a simple and unclear message: "bad connection". It's not good, right?

**Describe the solution you'd like**
Maybe we can add a bugcheck, if someone do the unclever things, let them know.

**Additional context**
The pesudo-code
```go
_:=conn.BeginTx() // begin a transaction
for i:=0;i <10; i++ {
go func(){
for {
conn.Query(...) // boom!
}
}()
}
```

Start by tracing the Go connection entry points used by BeginTx and Query, then inspect how the existing "bad connection" message is produced. Define how concurrent use should be detected and reported, and verify the result against the goroutine example in the issue.

Written by the indexing model from the issue text.