**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
{ "Name": "Spark" }
                    ],
                    "VisibleToAllUsers": true,
                    "JobFlowRole": "EMR_EC2_DefaultRole",
                    "ServiceRole": "EMR_DefaultRole",
                    "Tags": [
                        {
                            "Key": "app",
                            "Value": "analytics"
                        },
                        {
                            "Key": "environment",
                            "Value": "development"
                        }
                    ]
                }
            """,
        ),
        session,
    )
    merge_conn(
        Connection(
            conn_id="facebook_default",
            conn_type="facebook_social",
            extra="""
                {   "account_id": "<AD_ACCOUNT_ID>",
                    "app_id": "<FACEBOOK_APP_ID>",
                    "app_secret": "<FACEBOOK_APP_SECRET>",
                    "access_token": "<FACEBOOK_AD_ACCESS_TOKEN>"
                }