Improve error message for gated datasets on load (#6684)

* Improve error message for gated datasets on load

Internal Slack discussion: https://huggingface.slack.com/archives/C02V51Q3800/p1708424971135029

* Point to dataset page URL

* Harmonise error message

Author: lewtun

src/datasets/load.py

@@ -1804,13 +1804,14 @@ def dataset_module_factory(
                 ):
                     raise ConnectionError(f"Couldn't reach '{path}' on the Hub ({type(e).__name__})")
                 elif "404" in str(e):
-                    msg = f"Dataset '{path}' doesn't exist on the Hub"
+                    msg = f"Dataset '{path}' doesn't exist on the Hub or cannot be accessed"
                     raise DatasetNotFoundError(msg + f" at revision '{revision}'" if revision else msg)
                 elif "401" in str(e):
-                    msg = f"Dataset '{path}' doesn't exist on the Hub"
+                    msg = f"Dataset '{path}' doesn't exist on the Hub or cannot be accessed"
                     msg = msg + f" at revision '{revision}'" if revision else msg
                     raise DatasetNotFoundError(
-                        msg + ". If the repo is private or gated, make sure to log in with `huggingface-cli login`."
+                        msg
+                        + f". If the dataset is private or gated, make sure to log in with `huggingface-cli login` or visit the dataset page at https://huggingface.co/datasets/{path} to ask for access."
                     )
                 else:
                     raise e