I just discover that we have a helper function to validate scalar:
https://scikit-learn.org/stable/modules/generated/sklearn.utils.check_scalar.html

Since this helper could help to get consistent error types and messages, I was wondering if we could make a long-running issue to introduce this helper everywhere possible.

I think this could be a good issue for first contributors and short sprints.

I made an example PR that make the tool slightly more flexible:
#20723

For more detailed instructions on how to proceed with this issue, see issue #21927