[R-package] fix inaccurate error message in Dataset get_colnames() method (#4588)

* [R-package] fix inaccurate log message in Dataset get_colnames() method

* Update R-package/R/lgb.Dataset.R
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>
Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

R-package/R/lgb.Dataset.R

@@ -410,10 +410,10 @@ Dataset <- R6::R6Class(
 
       } else {
 
-        # Trying to work with unknown dimensions is not possible
+        # Trying to work with unknown formats is not possible
         stop(
-          "dim: cannot get dimensions before dataset has been constructed, please call "
-          , "lgb.Dataset.construct explicitly"
+          "Dataset$get_colnames(): cannot get column names before dataset has been constructed, please call "
+          , "lgb.Dataset.construct() explicitly"
         )
 
       }