Better messages regarding split naming
I made explicit the error message when a bad split name is used.

Also I wanted to allow the `-` symbol for split names but actually this symbol is used to name the arrow files `{dataset_name}-{dataset_split}.arrow` so we should probably keep it this way, i.e. not allowing the `-` symbol in split names. Moreover in the future we might want to use `{dataset_name}-{dataset_split}-{shard_id}_of_{n_shards}.arrow` and reuse the `-` symbol.