fix(#61434): Improve error message when merging with incompatible Dat… #62817
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…aFrame types
Add _get_merge_error_message() to provide helpful error messages
Special handling for polars.DataFrame with conversion suggestion
Generic helpful message for other incompatible types
Add comprehensive regression tests
All validation tests pass
closes #xxxx (Replace xxxx with the GitHub issue number)
Tests added and passed if fixing a bug or adding a new feature
All code checks passed.
Added type annotations to new arguments/methods/functions.
Added an entry in the latest
doc/source/whatsnew/vX.X.X.rstfile if fixing a bug or adding a new feature.