Clarify 'database does not exist' message and implementation.

* Clarify what the situation is and what to do.
* Advise loading schema using `rake db:setup` instead of migrating.
* Use a rescue in the initializer rather than extending the error
  message in-place.
* Preserve the original backtrace of other errors by using `raise`
  rather than raising again with `raise error`.

References 0ec45cd15d0a2f5aebc75e23d841b6c12f3ba763