I did not experience a RuntimeError at first, because the path was found but did not containe the jni.h file (it was a JRE path). So the error only occured when gcc complained that the file was not available.

I already improved the message so that each of the possible directories are printed in a new line. I think the text is ok. The most common error could be that the user only installed a JRE but no JDK, so there could be a seperate message if this error was detected. But the message already says that a JDK is reqired, so I would wait if its really necessary.