DOC: Make the probe/data shape message more helpful

[carterbox]

Purpose

To make the error message more helpful.

Approach

Pre-Merge Checklists

Submitter

• [x] Write a helpfully descriptive pull request title.
• [x] Organize changes into logically grouped commits with descriptive commit messages.
• [ ] Document all new functions.
• [ ] Click 'details' on the readthedocs check to view the updated docs.
• [ ] Write tests for new functions or explain why they are not needed.
• [x] Address any complaints from pep8speaks.

Reviewer

• [ ] Actually read all of the code.
• [ ] Run the new code yourself; the included tests should make this easy.
• [ ] Write a summary of the changes as you understand them.
• [ ] Thank the submitter.