[UX] Improve console error output 🎨

[webknjaz]

ISSUE TYPE

• Feature Idea

SUMMARY

Monotonic stdout is sometimes hard to consume. If it contains errors, it may also be hard to make sense of them, find their bounds, and what they relate to. We can do better! I've seen what pip is currently trying to improve and I'd like us to follow the lead.
Here's an example of what they do pypa/pip#10421 (comment).

🖼️ pip's upcoming changes sneak peak

There are two things I like there:

1. Visual separation and coloring.
2. Human-readable error codes that can be searched for in the docs.
3. The docs explain the reasoning and the solutions for those errors. The inspiration is coming from https://doc.rust-lang.org/error-index.html and https://eslint.org/docs/rules/.

P.S. We may want to consult with https://clig.dev while implementing this.