ENH: Make categories setitem error more readable (#48087)

Author: daspartho

pandas/core/arrays/categorical.py

@@ -1588,7 +1588,7 @@ def _validate_scalar(self, fill_value):
             raise TypeError(
                 "Cannot setitem on a Categorical with a new "
                 f"category ({fill_value}), set the categories first"
-            )
+            ) from None
         return fill_value
 
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