Make warning for no-handles legend more explicit.

It may be slightly better to only emit the longer message if there were
actually handles that got ignored because of the leading underscore, but
that's actually a bit annoying to check (or requires some refactoring of
_get_legend_handles_labels).

Author: anntzer

lib/matplotlib/legend.py

@@ -1224,7 +1224,10 @@ def _parse_legend_args(axs, *args, handles=None, labels=None, **kwargs):
     elif len(args) == 0:
         handles, labels = _get_legend_handles_labels(axs, handlers)
         if not handles:
-            log.warning('No handles with labels found to put in legend.')
+            log.warning(
+                "No artists with labels found to put in legend.  Note that "
+                "artists whose label start with an underscore are ignored "
+                "when legend() is called with no argument.")
 
     # One argument. User defined labels - automatic handle detection.
     elif len(args) == 1: