[improve] Add detailed message when connection failed

[RobertIndie]

Fixes #1315

Motivation

Currently the go client will only throw an error without any detailed information when connection failed:

connection error

Modifications

• Add detailed message when connection failed

Verifying this change

With this PR, the error message would be like:

failed to connect to broker: dial tcp [::1]:1234: connect: connection refused

Does this pull request potentially affect one of the following parts:

If yes was chosen, please highlight the changes

• Dependencies (does it add or upgrade a dependency): (yes / no)
• The public API: (yes / no)
• The schema: (yes / no / don't know)
• The default values of configurations: (yes / no)
• The wire protocol: (yes / no)

Documentation

• Does this pull request introduce a new feature? (yes / no)
• If yes, how is the feature documented? (not applicable / docs / GoDocs / not documented)
• If a feature is not applicable for documentation, explain why?
• If a feature is not documented yet in this PR, please create a followup issue for adding the documentation