[C++][Dataset] Give more informative error message for mismatching schemas for FileSystemSources

Currently, if you try to create a dataset from files with different schemes, you get this error:

ArrowInvalid: Unable to merge: Field a has incompatible types: int64 vs int32

If you are reading a directory of files, it would be very helpful if the error message can indicate which files are involved here (eg if you have a lot of files and only one has an error).

You can already inspect the schema's if you first make a SourceFactory manually, but that also only gives a list of schema's, not mapped to the original file (this last item probably relates to ARROW-7608