client: Raise a clearer error message when user key cannot be loaded.

caucase/client.py

@@ -139,7 +139,10 @@ class CaucaseClient(object):
         cadata=''.join(ca_crt_pem_list).decode('ascii'),
       )
       if user_key:
+        try:
           ssl_context.load_cert_chain(user_key)
+        except ssl.SSLError as exc:
+          raise ValueError('Failed to load user key: %r' % (exc, ))
       self._https_connection = httplib.HTTPSConnection(
         http_url.hostname,
         443 if port == 80 else port + 1,