ERR: Fail-fast with incompatible skipfooter combos

[gfyoung]

Setup:

from pandas import read_csv
from pandas.compat import StringIO

data = "a\n1\n2\n3\n4\n5"

# Case 1:
read_csv(StringIO(data), skipfooter=1, nrows=2)

# Case 2:
read_csv(StringIO(data), skipfooter=1, chunksize=2)

Currently, we get:

# Case 1:
...
ValueError: skipfooter not supported for iteration

# Case 2:
...
<pandas.io.parsers.TextFileReader object at ...>

In Case 1, the error message is not correct. True, passing in nrows and skipfooter is not supported (skipfooter should be skipping lines at the end of the file, NOT at the end of the nrows of data that we read in, which is what happens currently), but we should raise a better error message.

(BTW, the only way to make this combo work is that we read in the entire file before cutting off the last skipfooter rows but can look into that subsequently...)

In Case 2, creating this reader is deceiving. Any attempt to call .read() on this will raise the ValueError seen in Case 1. It is better that we alert end-users immediately that this reader doesn't work. After this PR, we get some more useful error messages out of the gate:

# Case 1:
...
ValueError: 'skipfooter' not supported with 'nrows'

# Case 2:
...
ValueError: 'skipfooter' not supported for iteration

[pep8speaks]

Hello @gfyoung! Thanks for submitting the PR.

• There are no PEP8 issues in the file pandas/io/parsers.py !

• There are no PEP8 issues in the file pandas/tests/io/parser/common.py !

[codecov]

Codecov Report

Merging #23711 into master will increase coverage by <.01%.
The diff coverage is 100%.

@@            Coverage Diff             @@
##           master   #23711      +/-   ##
==========================================
+ Coverage   92.25%   92.25%   +<.01%     
==========================================
  Files         161      161              
  Lines       51383    51385       +2     
==========================================
+ Hits        47404    47406       +2     
  Misses       3979     3979

Flag	Coverage Δ
#multiple	90.64% <100%> (ø)	⬆️
#single	42.31% <20%> (-0.01%)	⬇️

Impacted Files	Coverage Δ
pandas/io/parsers.py	95.55% <100%> (ø)	⬆️

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[jreback]

lgtm. i guess this warrant a whatsnew as well, bug fix section is ok

[gfyoung]

@jreback : Added the whatsnew, and all is green. PTAL.

[jreback]

thanks @gfyoung