**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 unique conn_id in connection table
    :param session:  session of the sqlalchemy
    :rtype: str
    """
    dups = []
    try:
        dups = session.query(Connection.conn_id).group_by(Connection.conn_id).having(func.count() > 1).all()
    except (exc.OperationalError, exc.ProgrammingError):
        
        pass
    if dups:
        return (
            'Seems you have non unique conn_id in connection table.\n'
            'You have to manage those duplicate connections '
            'before upgrading the database.\n'
            f'Duplicated conn_id: {[dup.conn_id for dup in dups]}'
        )
    return ''
def check_conn_type_null(session=None) -> str: