Improve obmalloc error message.

Author: ZeroIntensity

Objects/obmalloc.c

@@ -2910,9 +2910,16 @@ static inline void
 _PyMem_DebugCheckGIL(const char *func)
 {
     if (!PyGILState_Check()) {
+#ifndef Py_GIL_DISABLED
         _Py_FatalErrorFunc(func,
                            "Python memory allocator called "
                            "without holding the GIL");
+#else
+        _Py_FatalErrorFunc(func,
+                           "Python memory allocator called "
+                           "without an active thread state. "
+                           "(Are you trying to call it inside of a Py_BEGIN_ALLOW_THREADS block?)");
+#endif
     }
 }