[SPARK-51178][CONNECT][PYTHON] Raise proper PySpark error instead of `SparkConnectGrpcException`

### What changes were proposed in this pull request?

This PR propose to raise proper PySpark error instead of `SparkConnectGrpcException`.

This PR also introduces new PySpark error `PickleException` to cover the errors that represents an exception which is failed while pickling from server side

### Why are the changes needed?

To raise proper exception instead of `SparkConnectGrpcException`

### Does this PR introduce _any_ user-facing change?

No API changes, but the user-facing error improvement.

### How was this patch tested?

Updated the existing UT

### Was this patch authored or co-authored using generative AI tooling?

No

Closes #49953 from itholic/SPARK-51178.

Authored-by: Haejoon Lee <haejoon.lee@databricks.com>
Signed-off-by: Hyukjin Kwon <gurwls223@apache.org>