[I] [Python] Use f-string instead of `string.format` [arrow]

[via GitHub]

kou opened a new issue, #45619:
URL: https://github.com/apache/arrow/issues/45619

   ### Describe the enhancement requested
   
   For example:
   
   
https://github.com/apache/arrow/blob/a94f860f6d8cf72f18437798ae540295c4f7e336/python/pyarrow/array.pxi#L932-L934
   
   should be:
   
   ```python
           raise TypeError(f"Do not call {self.__class__.__name__}'s 
constructor "
                           "directly, use one of the `pyarrow.Array.from_*` "
                           "functions instead.")
   ```
   
   ### Component(s)
   
   Python


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