CLN: replace %s syntax with .format in pandas.core: categorical, common, config, config_init
Progress towards #16130

- [X] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`

Replaced `%s` syntax with `.format` in pandas.core: `categorical.py`, `common.py`, `config.py`, `config_init.py`. Additionally, made some of the existing positional `.format` code more explicit.