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### _Why are the changes needed?_
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According [comments](https://github.com/apache/incubator-kyuubi/pull/991#issuecomment-906914618)
1. Improve error message.
2. add SPARK_HOME in Examples.
### _How was this patch tested?_
- [ ] Add some test cases that check the changes thoroughly including negative and positive cases if possible
- [ ] Add screenshots for manual tests if appropriate
- [x] [Run test](https://kyuubi.readthedocs.io/en/latest/develop_tools/testing.html#running-tests) locally before make a pull request
Closes#993 from cfmcgrady/ky-991-followup.
Closes#991
e7c25be6 [Fu Chen] update docs
945eeb73 [Fu Chen] review
98555196 [Fu Chen] improve error msg and add SPARK_HOME in Examples
Authored-by: Fu Chen <cfmcgrady@gmail.com>
Signed-off-by: ulysses-you <ulyssesyou18@gmail.com>
cd426798bf