gdb/reverse: update error message for "reverse-" commands

gdb/reverse: update error message for "reverse-" commands

Before this change, when a user tried to use a command that executes the
inferior in reverse, they would get the following error message:
    Target multi-thread does not support this command.

As an end-user with no knowledge of the internals of GDB would have as a
best guess, that reverse execution as a whole would not be supported in
their system (verified by asking a couple new users).

This commit changes the message to avoid the internal terminology, and
to add a hint that the user may need to create a recording somehow to be
able to execute in reverse.

Approved-By: Tom Tromey <tom@tromey.com>