[SPARK-4470] Validate number of threads in local mode

When running Spark locally, if number of threads is specified as 0 (e.g., `spark-submit --master local[0] ...`), the job got stuck and does not run at all.
I think it's better to validate the parameter.

Fix for [SPARK-4470](https://issues.apache.org/jira/browse/SPARK-4470).
This can be written a little more concisely in Scala as

`s"Asked to run locally with $threadCount threads"`