**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
Connection(
            conn_id="emr_default",
            conn_type="emr",
            extra="""
                {   "Name": "default_job_flow_name",
                    "LogUri": "s3://my-emr-log-bucket/default_job_flow_location",
                    "ReleaseLabel": "emr-4.6.0",
                    "Instances": {
                        "Ec2KeyName": "mykey",
                        "Ec2SubnetId": "somesubnet",
                        "InstanceGroups": [
                            {
                                "Name": "Master nodes",
                                "Market": "ON_DEMAND",
                                "InstanceRole": "MASTER",
                                "InstanceType": "r3.2xlarge",
                                "InstanceCount": 1
                            },
                            {
                                "Name": "Slave nodes",
                                "Market": "ON_DEMAND",
                                "InstanceRole": "CORE",
                                "InstanceType": "r3.2xlarge",
                                "InstanceCount": 1
                            }
                        ],
                        "TerminationProtected": false,
                        "KeepJobFlowAliveWhenNoSteps": false
                    },
                    "Applications":[