**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
"""
    Check nullable conn_type column in Connection table
    :param session:  session of the sqlalchemy
    :rtype: str
    """
    n_nulls = []
    try:
        n_nulls = session.query(Connection).filter(Connection.conn_type.is_(None)).all()
    except (exc.OperationalError, exc.ProgrammingError, exc.InternalError):
        
        pass
    if n_nulls:
        return (
            'The conn_type column in the connection '
            'table must contain content.\n'
            'Make sure you don\'t have null '
            'in the conn_type column.\n'
            f'Null conn_type conn_id: {list(n_nulls)}'
        )
    return ''
@provide_session
def auto_migrations_available(session=None):