Exit w/an understandable error message if you try to load only one partition

[DanielleSucher]

Partitioned tables can't be loaded one partition at a time - you have to load the parent directory containing all the partitions instead. This is an easy mistake to make, though! So if someone tries it, give them an error message that actually makes sense and tells them what they should do instead.

(It might be worth adding a way to load only one partition also/instead, but that seems a bit more confusing to me at the moment.)