Improve NoRegionError message with guidance on setting a region

.changes/next-release/enhancement-Endpoints-18366.json

@@ -0,0 +1,5 @@
+{
+  "type": "enhancement",
+  "category": "Endpoints",
+  "description": "Improve the NoRegionError message to explain how to set a region (region_name, AWS_DEFAULT_REGION, or ~/.aws/config)."
+}

botocore/exceptions.py

@@ -243,7 +243,12 @@ class BaseEndpointResolverError(BotoCoreError):
 class NoRegionError(BaseEndpointResolverError):
     """No region was specified."""
 
-    fmt = 'You must specify a region.'
+    fmt = (
+        'You must specify a region. Set it via the region_name argument '
+        'to the client/Session, the AWS_DEFAULT_REGION environment '
+        'variable, or "region" in ~/.aws/config (note: region goes in '
+        '~/.aws/config, not ~/.aws/credentials).'
+    )
 
 
 class EndpointVariantError(BaseEndpointResolverError):

tests/unit/test_regions.py

@@ -212,6 +212,9 @@ def test_ensures_region_is_not_none(self):
         with self.assertRaises(NoRegionError):
             resolver = regions.EndpointResolver(self._template())
             resolver.construct_endpoint('foo', None)
+        message = str(ctx.exception)
+        self.assertIn('You must specify a region', message)
+        self.assertIn('AWS_DEFAULT_REGION', message)
 
     def test_ensures_required_keys_present(self):
         with self.assertRaises(ValueError):