GH-33823: [C++] Improve error messages when opening files that are the wrong format

[RobertLD]

Rationale for this change

The original error messages did not provide instruction to users on how to best correct their usage

What changes are included in this PR?

Improving the messages

Are these changes tested?

Current unit tests were executed, no new tests were introduced

Are there any user-facing changes?

Yes, error messages have been updated that are surfaced to users

• GitHub Issue: [C++] Improve error message when reading Streaming file with File reader and vice versa #33823

[github-actions]

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See also:

• Other pull requests
• Contribution Guidelines - Contributing Overview

[Copilot]

Pull request overview

This PR improves user-facing error messages in the C++ IPC readers/decoders when callers attempt to open an IPC File as a Stream (or vice versa), providing more actionable guidance aligned with GH-33823.

Changes:

• Update the IPC file reader footer/magic check failure message to suggest the streaming reader when appropriate.
• Add a heuristic in the IPC stream message decoder to detect an IPC file magic prefix being misinterpreted as a stream message length, and emit a more instructive error.

Reviewed changes

Copilot reviewed 2 out of 2 changed files in this pull request and generated 2 comments.

File	Description
cpp/src/arrow/ipc/reader.cc	Improves the “not an Arrow file” error when the footer magic doesn’t match, suggesting the streaming reader.
cpp/src/arrow/ipc/message.cc	Adds detection for IPC File magic bytes when decoding a stream message and returns a more targeted “wrong format” error.

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[RobertLD]

Decent feedback Mr. Bot, I'll make changes shortly. Honestly impressed the LLM review had such good context. Good bot

[RobertLD]

@kou Comments addressed

[Copilot]

Pull request overview

Copilot reviewed 2 out of 2 changed files in this pull request and generated no new comments.

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[kou]

Could you add tests for these cases?

[RobertLD]

Added a pos/neg case, kept the string matching minimal so the tests weren't as flakey is the messages get reworked in another way in the future. If it's standard practice to match the entire err message I can make that change over a subset match @kou