Fix a memory leak in PyGreenlet_New
Fix incorrect uses of PyGreenlet_GetCurrent() in tests
Use STATE_OK in green_new in case tp_new causes gc

Since gc might cause a thread switch which might use
greenlets, which would leave incorrect ts_current,
and then incorrect default parent for the allocated
greenlet.
Cosmetic change for the error line

Some simple editors don't parse that multiline string
correctly, very annoying when half the file has
incorrect syntax highlighting.