Error messages for unsupported Trainer attributes

[awaelchli]

What does this PR do?

Part of #15049

This is a follow up to #14829, #14832, #14424, #14885, #14889, #14897, #14869, #14870 in accordance to #15049

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Did you have fun?

I made sure I had fun coding 🙃

cc @Borda @justusschock @kaushikb11 @awaelchli @ananthsub @ninginthecloud @jjenniferdai @rohitgr7 @akihironitta

explained