[Enhancement]: [embed] return meaningful error message to user

Enhancement
The error messages returned to user is not clear enough, for example:

>>> seekdb.open()
>>> seekdb.open()
[seekdb] seekdb has opened
Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
RuntimeError: open seekdb failed 4005 The object is initialized twice

Maybe we can transfer internal error information to mysql error message.
There're some help functions to convert oceanbase error message to user message:

// in file src/share/ob_errno.h
int ob_mysql_errno(const int oberr);
  int ob_mysql_errno_with_check(const int oberr);
  const char *ob_sqlstate(const int oberr);
  const char *ob_strerror(const int oberr);
  const char *ob_str_user_error(const int oberr);

Start with the embedded seekdb.open() error path shown in the issue and read src/share/ob_errno.h, especially ob_mysql_errno, ob_mysql_errno_with_check, ob_sqlstate, ob_strerror, and ob_str_user_error. Trace how the internal 4005 error reaches the user-facing API. Done means failed opens return a meaningful MySQL-style or user-facing message instead of only internal error details.