Fix docstrings, error messages
The discussion in #19558 makes me think getting PeriodArray and DatetimeArray implemented sooner rather than later will make things easier for other goals.  In preparation for that, this PR goes through (most) of the methods that will need to be ported and adapts their error messages to be class-agnostic, and to use `str.format` syntax.

Also fixes a couple of copy/paste typos in docstrings.