**Description**
The documentation and the error message of the [check-migrations](https://airflow.apache.org/docs/apache-airflow/stable/cli-and-env-variables-ref.html#check-migrations) / `def check_migrations` could be more verbose.  This check can fail if the underlying database was never initialised.


**Use case / motivation**

We are deploying our airflow helm chart with terraform helm provider. This provider has a [bug](https://github.com/hashicorp/terraform-provider-helm/issues/683) with helm hook. If airflow would give us a bit more verbose error message why could the `check-migrations` fail, we would find the underlying error/bug much sooner.


**Are you willing to submit a PR?**
Yes



airflow/utils/db.py
host="localhost",
        ),
        session,
    )
    merge_conn(
        Connection(
            conn_id="tableau_default",
            conn_type="tableau",
            host="https://tableau.server.url",
            login="user",
            password="password",
            extra='{"site_id": "my_site"}',
        ),
        session,
    )
    merge_conn(
        Connection(
            conn_id="trino_default",
            conn_type="trino",
            host="localhost",
            schema="hive",
            port=3400,
        ),
        session,
    )
    merge_conn(
        Connection(
            conn_id="vertica_default",
            conn_type="vertica",
            host="localhost",