Joris Van den Bossche created ARROW-8213:
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             Summary: [Python][Dataste] Opening a dataset with a local 
incorrect path gives confusing error message
                 Key: ARROW-8213
                 URL: https://issues.apache.org/jira/browse/ARROW-8213
             Project: Apache Arrow
          Issue Type: Bug
          Components: Python
            Reporter: Joris Van den Bossche
             Fix For: 0.17.0


Even after the previous PRs related to local paths 
(https://github.com/apache/arrow/pull/6643, 
https://github.com/apache/arrow/pull/6655), I don't the user experience optimal 
in case you are working with local files, and pass a wrong, non-existent path 
(eg due to a typo).

Currently, you get this error:

{code}
>>> dataset = ds.dataset("data_with_typo.parquet", format="parquet")
...
ArrowInvalid: URI has empty scheme: 'data_with_typo.parquet'
{code}

where "URI has empty scheme" is rather confusing for the user in case of a 
non-existent path.  I think ideally we should raise a "No such file or 
directory" error.

I am not fully sure what the best solution is, as {{FileSystem.from_uri}} can 
also give other errors that we do want to propagate to the user. 
The most straightforward that I am now thinking of is checking if "URI has 
empty scheme" is in the error message, and then rewording it, but that's not 
very clean ..



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