DOC: Clarify exceptions that are internal only

[mroeschke]

xref #48088 (comment)

[datapythonista]

lgtm, thanks @mroeschke

[jorisvandenbossche]

Personally, I would rather actually remove those from the public API: 1) a user should never have to use those (so having them in the public pandas.errors module serves no real purpose I think), 2) since they are internal implementation details, we should be free to change or remove them without worrying about compatibility.

My concern is that overtime the "internal" exceptions or warnings may unintentionally become publicly thrown, and at least users could still catch them through pandas.errors

We can maybe use some naming scheme to make it clearer those are actually internal? (eg _Internal_ prefix, so there is less chance we accidentally use it in a public location, or it's clearer something is wrong if you see this as a user).

[mroeschke]

Sounds like we may need a different gameplan here so closing for now.