Don't link on_connect to first_connect event handler

Don't link on_connect to first_connect event handler

Adjusted the dialect initialization process such that the
:meth:`_engine.Dialect.on_connect` is not called a second time on the first
connection.   The hook is called first, then the
:meth:`_engine.Dialect.initialize` is called if that connection is the
first for that dialect, then no more events are called.   This eliminates
the two calls to the "on_connect" function which can produce very difficult
debugging situations.

Fixes: #5497
Change-Id: Icefc2e884e30ee7b4ac84b99dc54bf992a6085e3