Line breaks in Exception messages
#### Code Sample, a copy-pastable example if possible

```python
import pandas as pd
df = pd.DataFrame({'a': [1, '2']})
df.to_hdf('tmp.h5', 'key', format='table')
```
#### Problem description

I wonder if there is a reason why the exception message contains a line break:

```
TypeError: Cannot serialize the column [a] because
its data contents are [mixed-integer] object dtype
```

The line breaks are explicitly introduced in module pandas/io/pytables.py:

```
raise TypeError(
    "Cannot serialize the column [%s] because\n"
    "its data contents are [%s] object dtype"
    % (item, inferred_type)
)
```

It should be noted that besides this message, there are many others exception massages with line breaks in this module.

I make this question because I am logging the output and I think it would be better to have an event log per line.

#### Expected Output

```
TypeError: Cannot serialize the column [a] because its data contents are [mixed-integer] object dtype
```

#### Output of ``pd.show_versions()``

<details>
commit: None
python: 3.5.1.final.0
python-bits: 64
OS: Linux
OS-release: 3.13.0-107-generic
machine: x86_64
processor: x86_64
byteorder: little
LC_ALL: None
LANG: ca_ES.UTF-8

pandas: 0.18.0
nose: 1.3.7
pip: 8.1.1
setuptools: 20.3
Cython: 0.23.4
numpy: 1.10.4
scipy: 0.17.0
statsmodels: 0.6.1
xarray: None
IPython: 4.1.2
sphinx: 1.3.5
patsy: 0.4.0
dateutil: 2.5.1
pytz: 2016.2
blosc: None
bottleneck: 1.0.0
tables: 3.2.2
numexpr: 2.5
matplotlib: 1.5.1
openpyxl: 2.3.2
xlrd: 0.9.4
xlwt: 1.0.0
xlsxwriter: 0.8.4
lxml: 3.6.0
bs4: 4.4.1
html5lib: None
httplib2: None
apiclient: None
sqlalchemy: 1.0.12
pymysql: None
psycopg2: None
jinja2: 2.8
boto: 2.39.0
</details>
