Fix: Copy-pasted PERROR messages may be misleading

Some PERRORs in lttng-sessiond's pthread_create's error handling
code indicate the wrong thread name which may be misleading
during debugging.

Signed-off-by: Jérémie Galarneau <jeremie.galarneau@efficios.com>
Signed-off-by: David Goulet <dgoulet@efficios.com>