[FSDP][optim_state_dict] Print out more useful error message for optim_state_dict (#96860)
Summary: Print out more useful error message for optim_state_dict
Test Plan: CI
Reviewed By: wz337
Differential Revision: D43556073
Pull Request resolved: https://github.com/pytorch/pytorch/pull/96860
Approved by: https://github.com/rohan-varma, https://github.com/wz337
